-31.1%
DOCN vs VSH
+19.6%
-50.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -14.8% | -1.1% | -6.9% |
| 7D | -29.3% | -25.2% | -4.1% | -15.4% |
| 30D | -46.0% | -41.8% | -4.2% | -25.0% |
| 3M | -43.2% | -33.4% | -9.8% | -28.4% |
| 6M | -53.7% | -31.0% | -22.7% | -47.3% |
| YTD | +46.9% | +53.6% | -6.7% | -1.0% |
| 1Y | +54.3% | +46.3% | +8.0% | +6.9% |
| 3Y | +185.5% | -1.0% | +186.5% | +142.5% |
| 5Y | -31.1% | +18.6% | -49.7% | -56.9% |
| All | -31.1% | +19.6% | -50.7% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling