+164.6%
DOCN vs VCLT
-7.5%
+172.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.7% |
| 7D | +1.1% | -0.5% | +1.6% | +1.8% |
| 30D | -9.6% | -0.9% | -8.8% | -8.8% |
| 3M | -37.7% | -3.2% | -34.4% | -35.1% |
| 6M | +115.2% | -3.8% | +119.0% | +125.9% |
| YTD | +133.7% | -2.0% | +135.7% | +139.8% |
| 1Y | +250.2% | -0.8% | +251.0% | +253.4% |
| 3Y | +320.3% | +12.3% | +308.0% | +260.3% |
| 5Y | +53.1% | -15.4% | +68.5% | +111.7% |
| All | +164.6% | -7.5% | +172.2% | +210.1% |
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 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