+105.1%
DOCN vs VSH
+35.9%
+69.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +8.8% | +0.8% | +4.4% |
| 7D | +3.7% | +12.8% | -9.0% | -3.1% |
| 30D | -33.7% | -9.0% | -24.7% | -29.4% |
| 3M | -27.9% | -12.2% | -15.7% | -22.8% |
| 6M | -46.4% | -15.9% | -30.5% | -45.7% |
| YTD | +81.1% | +103.2% | -22.1% | +5.1% |
| 1Y | +74.3% | +108.4% | -34.1% | -0.7% |
| 3Y | +245.8% | +41.6% | +204.3% | +133.6% |
| 5Y | -23.7% | +54.6% | -78.3% | -54.7% |
| All | +105.1% | +35.9% | +69.1% | +25.9% |
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