-31.1%
DOCN vs VIG
+60.3%
-91.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.3% | -12.5% | -8.4% |
| 7D | -29.3% | -2.0% | -27.3% | -25.7% |
| 30D | -46.0% | +2.7% | -48.8% | -49.1% |
| 3M | -43.2% | +0.3% | -43.5% | -43.7% |
| 6M | -53.7% | +7.6% | -61.3% | -61.0% |
| YTD | +46.9% | +12.5% | +34.4% | +13.0% |
| 1Y | +54.3% | +14.8% | +39.6% | +13.4% |
| 3Y | +185.5% | +63.2% | +122.4% | -1.5% |
| 5Y | -31.1% | +60.2% | -91.3% | -71.7% |
| All | -31.1% | +60.3% | -91.4% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling