-35.6%
DOCN vs VCLT
-17.3%
-18.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | -19.2% | +0.3% | -19.4% | -19.5% |
| 30D | -43.1% | +3.7% | -46.7% | -45.9% |
| 3M | -40.7% | -1.5% | -39.2% | -39.8% |
| 6M | -55.0% | -3.8% | -51.1% | -52.8% |
| YTD | +50.6% | -3.1% | +53.7% | +56.4% |
| 1Y | +54.0% | -3.8% | +57.7% | +61.4% |
| 3Y | +203.9% | +16.7% | +187.2% | +146.8% |
| All | -35.6% | -17.3% | -18.2% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling