-32.9%
DOCN vs VCLT
-17.3%
-15.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.3% | +7.8% | +7.7% |
| 7D | -12.8% | +1.2% | -14.0% | -14.2% |
| 30D | -41.9% | +3.4% | -45.3% | -44.6% |
| 3M | -36.9% | -0.9% | -36.1% | -36.5% |
| 6M | -52.2% | -3.1% | -49.1% | -50.4% |
| YTD | +62.7% | -2.4% | +65.1% | +67.4% |
| 1Y | +58.2% | -2.7% | +60.9% | +63.5% |
| 3Y | +219.5% | +16.9% | +202.6% | +159.2% |
| 5Y | -32.9% | -17.0% | -15.9% | +0.4% |
| All | -32.9% | -17.3% | -15.6% | +0.4% |
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