-35.6%
DOCN vs VMC
+42.5%
-78.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -49.5% |
| 3M | -40.7% | +0.6% | -41.3% | -41.9% |
| 6M | -55.0% | -4.0% | -51.0% | -55.6% |
| YTD | +50.6% | -0.3% | +50.9% | +40.1% |
| 1Y | +54.0% | -0.5% | +54.5% | +43.5% |
| 3Y | +203.9% | +39.6% | +164.3% | +89.4% |
| All | -35.6% | +42.5% | -78.1% | -60.4% |
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