+84.2%
DOCN vs VSH
+23.2%
+61.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +13.4% | -5.4% | +0.1% |
| 7D | -12.8% | +3.5% | -16.3% | -14.4% |
| 30D | -41.9% | -22.4% | -19.5% | -32.3% |
| 3M | -36.9% | -25.2% | -11.8% | -26.2% |
| 6M | -52.2% | -22.5% | -29.7% | -49.3% |
| YTD | +62.7% | +84.2% | -21.5% | 0.0% |
| 1Y | +58.2% | +87.1% | -28.8% | -3.9% |
| 3Y | +219.5% | +31.7% | +187.8% | +123.7% |
| 5Y | -32.9% | +42.6% | -75.4% | -58.0% |
| All | +84.2% | +23.2% | +61.0% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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