+164.6%
DOCN vs VFC
-79.2%
+243.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +1.9% |
| 7D | +1.1% | -1.6% | +2.7% | +1.7% |
| 30D | -9.6% | -11.6% | +2.0% | -5.5% |
| 3M | -37.7% | -18.1% | -19.6% | -34.0% |
| 6M | +115.2% | -27.4% | +142.6% | +136.3% |
| YTD | +133.7% | -24.8% | +158.5% | +152.0% |
| 1Y | +250.2% | -8.2% | +258.4% | +243.0% |
| 3Y | +320.3% | -29.1% | +349.4% | +300.8% |
| 5Y | +53.1% | -79.2% | +132.3% | +223.7% |
| All | +164.6% | -79.2% | +243.9% | +476.5% |
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 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