+111.9%
DOCN vs VSH
+29.6%
+82.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.6% | +8.0% | +6.1% |
| 7D | +27.4% | +26.2% | +1.2% | +10.6% |
| 30D | -29.7% | -12.5% | -17.2% | -23.6% |
| 3M | -32.5% | -16.9% | -15.6% | -25.5% |
| 6M | -42.2% | -17.0% | -25.2% | -41.2% |
| YTD | +87.2% | +93.8% | -6.6% | +11.5% |
| 1Y | +86.2% | +99.3% | -13.1% | +8.7% |
| 3Y | +257.4% | +35.0% | +222.4% | +147.9% |
| 5Y | -27.4% | +45.8% | -73.2% | -55.6% |
| All | +111.9% | +29.6% | +82.3% | +33.6% |
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