+66.4%
DOCN vs VCLT
-8.5%
+74.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -48.7% |
| 3M | -43.2% | -1.9% | -41.3% | -42.0% |
| 6M | -53.7% | -3.2% | -50.5% | -51.8% |
| YTD | +46.9% | -3.1% | +50.0% | +52.5% |
| 1Y | +54.3% | -3.1% | +57.4% | +60.3% |
| 3Y | +185.5% | +15.9% | +169.6% | +133.9% |
| 5Y | -31.1% | -17.4% | -13.7% | -1.9% |
| All | +66.4% | -8.5% | +74.9% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling