+70.5%
DOCN vs VIG
+86.9%
-16.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +3.3% |
| 7D | -19.2% | -1.8% | -17.4% | -15.7% |
| 30D | -43.1% | +2.7% | -45.7% | -46.0% |
| 3M | -40.7% | 0.0% | -40.7% | -40.8% |
| 6M | -55.0% | +6.8% | -61.7% | -61.0% |
| YTD | +50.6% | +12.1% | +38.6% | +18.7% |
| 1Y | +54.0% | +14.8% | +39.1% | +15.3% |
| 3Y | +203.9% | +62.4% | +141.5% | +15.5% |
| 5Y | -29.4% | +59.6% | -88.9% | -70.5% |
| All | +70.5% | +86.9% | -16.3% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling