+66.4%
DOCN vs VIG
+87.6%
-21.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.3% | -12.5% | -8.8% |
| 7D | -29.3% | -2.0% | -27.3% | -25.8% |
| 30D | -46.0% | +2.7% | -48.8% | -48.9% |
| 3M | -43.2% | +0.3% | -43.5% | -43.7% |
| 6M | -53.7% | +7.6% | -61.3% | -60.6% |
| YTD | +46.9% | +12.5% | +34.4% | +14.9% |
| 1Y | +54.3% | +14.8% | +39.6% | +15.7% |
| 3Y | +185.5% | +63.2% | +122.4% | +7.5% |
| 5Y | -31.1% | +60.2% | -91.3% | -71.4% |
| All | +66.4% | +87.6% | -21.2% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling