+203.9%
DOCN vs VFC
+39.5%
+164.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -19.2% | +11.2% | -30.4% | -21.6% |
| 30D | -43.1% | +41.5% | -84.6% | -48.8% |
| 3M | -40.7% | +38.9% | -79.6% | -46.5% |
| 6M | -55.0% | +6.1% | -61.1% | -56.5% |
| YTD | +50.6% | +14.5% | +36.1% | +40.6% |
| 1Y | +54.0% | +46.0% | +8.0% | +31.9% |
| 3Y | +203.9% | +36.4% | +167.5% | +151.5% |
| All | +203.9% | +39.5% | +164.4% | +151.5% |
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