+196.4%
DOCN vs VFC
+39.3%
+157.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.9% | -12.9% | -15.0% |
| 7D | -29.3% | +10.9% | -40.1% | -31.3% |
| 30D | -46.0% | +40.6% | -86.7% | -51.3% |
| 3M | -43.2% | +34.4% | -77.6% | -48.3% |
| 6M | -53.7% | +12.3% | -66.0% | -56.1% |
| YTD | +46.9% | +14.4% | +32.5% | +37.2% |
| 1Y | +54.3% | +40.6% | +13.7% | +33.8% |
| All | +196.4% | +39.3% | +157.1% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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