+196.4%
DOCN vs VMC
+40.2%
+156.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.1% | -11.8% | -14.2% |
| 7D | -29.3% | +1.9% | -31.1% | -29.7% |
| 30D | -46.0% | +14.7% | -60.8% | -49.3% |
| 3M | -43.2% | -0.3% | -42.9% | -43.2% |
| 6M | -53.7% | -1.7% | -52.0% | -54.4% |
| YTD | +46.9% | +0.7% | +46.2% | +40.1% |
| 1Y | +54.3% | +0.9% | +53.4% | +47.1% |
| All | +196.4% | +40.2% | +156.3% | +116.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling