+91.0%
DOCN vs VMC
-5.0%
+96.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.2% |
| 7D | +19.1% | -1.3% | +20.4% | +19.0% |
| 30D | -21.0% | +15.5% | -36.5% | -19.7% |
| 3M | -34.7% | +0.6% | -35.3% | -34.0% |
| 6M | -45.8% | +2.1% | -47.8% | -46.9% |
| YTD | +79.4% | -1.6% | +81.0% | +76.0% |
| 1Y | +91.0% | -1.2% | +92.2% | +89.2% |
| All | +91.0% | -5.0% | +96.0% | +89.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling