+60.1%
DOCN vs VMC
+52.7%
+7.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.1% |
| 7D | +1.1% | -4.3% | +5.5% | +4.5% |
| 30D | -9.6% | -8.2% | -1.4% | -3.9% |
| 3M | -37.7% | -7.0% | -30.6% | -36.5% |
| 6M | +115.2% | -10.8% | +126.0% | +123.8% |
| YTD | +133.7% | -7.4% | +141.1% | +132.8% |
| 1Y | +250.2% | -9.5% | +259.6% | +253.3% |
| 3Y | +320.3% | +20.5% | +299.8% | +208.0% |
| All | +60.1% | +52.7% | +7.4% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling