+97.7%
DOCN vs VFC
-67.5%
+165.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.4% | -11.6% | -8.8% |
| 7D | -20.0% | +21.5% | -41.5% | -25.9% |
| 30D | -38.8% | +46.7% | -85.4% | -47.4% |
| 3M | -34.8% | +38.4% | -73.2% | -43.0% |
| 6M | -22.8% | +15.2% | -38.0% | -29.1% |
| YTD | +74.6% | +17.8% | +56.8% | +57.2% |
| 1Y | +116.4% | +55.6% | +60.9% | +72.7% |
| 3Y | +239.3% | +44.3% | +195.0% | +137.9% |
| 5Y | -20.2% | -66.3% | +46.1% | +40.1% |
| All | +97.7% | -67.5% | +165.2% | +259.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling