+70.5%
DOCN vs VMC
+84.2%
-13.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.2% |
| 7D | -19.2% | +0.5% | -19.7% | -19.4% |
| 30D | -43.1% | +15.8% | -58.9% | -48.9% |
| 3M | -40.7% | +0.6% | -41.3% | -41.8% |
| 6M | -55.0% | -4.0% | -51.0% | -55.5% |
| YTD | +50.6% | -0.3% | +50.9% | +41.7% |
| 1Y | +54.0% | -0.5% | +54.5% | +45.2% |
| 3Y | +203.9% | +39.6% | +164.3% | +106.8% |
| 5Y | -29.4% | +50.1% | -79.4% | -56.6% |
| All | +70.5% | +84.2% | -13.7% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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