+87.1%
DOCN vs VMC
+87.6%
-0.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.0% |
| 7D | -12.1% | +1.1% | -13.3% | -12.6% |
| 30D | -41.0% | +17.7% | -58.7% | -47.5% |
| 3M | -38.7% | +1.1% | -39.8% | -39.9% |
| 6M | -51.5% | +1.8% | -53.3% | -54.1% |
| YTD | +65.3% | +1.5% | +63.8% | +53.7% |
| 1Y | +53.9% | -1.1% | +55.0% | +46.5% |
| 3Y | +215.6% | +38.8% | +176.8% | +117.0% |
| 5Y | -26.2% | +49.6% | -75.7% | -55.3% |
| All | +87.1% | +87.6% | -0.5% | +24.6% |
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