+66.4%
DOCN vs VMC
+86.1%
-19.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.1% | -11.8% | -13.1% |
| 7D | -29.3% | +1.9% | -31.1% | -30.1% |
| 30D | -46.0% | +14.7% | -60.8% | -51.2% |
| 3M | -43.2% | -0.3% | -42.9% | -43.8% |
| 6M | -53.7% | -1.7% | -52.0% | -55.0% |
| YTD | +46.9% | +0.7% | +46.2% | +37.4% |
| 1Y | +54.3% | +0.9% | +53.4% | +44.1% |
| 3Y | +185.5% | +40.5% | +145.0% | +93.7% |
| 5Y | -31.1% | +51.5% | -82.6% | -58.0% |
| All | +66.4% | +86.1% | -19.7% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling