+198.1%
DOCN vs VNQ
+29.3%
+168.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.1% | +12.7% | +12.8% |
| 7D | +16.3% | -0.4% | +16.7% | +16.9% |
| 30D | +2.0% | -2.5% | +4.6% | +5.1% |
| 3M | -25.2% | +1.4% | -26.5% | -28.1% |
| 6M | +132.7% | +4.6% | +128.1% | +112.8% |
| YTD | +163.3% | +10.5% | +152.7% | +121.9% |
| 1Y | +280.3% | +8.4% | +271.9% | +229.0% |
| 3Y | +371.8% | +32.4% | +339.4% | +204.7% |
| 5Y | +87.1% | +5.5% | +81.6% | +74.4% |
| All | +198.1% | +29.3% | +168.8% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 10y: compounded portfolio wealth divided by compounded VNQ 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…
10y analysis · Full analysis span regression · 6 months rolling