+196.4%
DOCN vs VCLT
+16.3%
+180.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.1% | -15.9% | -15.9% |
| 7D | -29.3% | +0.3% | -29.6% | -29.6% |
| 30D | -46.0% | +3.6% | -49.6% | -48.5% |
| 3M | -43.2% | -1.9% | -41.3% | -41.9% |
| 6M | -53.7% | -3.2% | -50.5% | -51.8% |
| YTD | +46.9% | -3.1% | +50.0% | +52.3% |
| 1Y | +54.3% | -3.1% | +57.4% | +60.1% |
| All | +196.4% | +16.3% | +180.1% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling