+97.7%
DOCN vs VSH
+20.5%
+77.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -5.1% | -2.1% | -4.2% |
| 7D | -20.0% | -13.6% | -6.4% | -12.8% |
| 30D | -38.8% | -30.4% | -8.4% | -24.3% |
| 3M | -34.8% | -33.3% | -1.5% | -19.3% |
| 6M | -22.8% | -15.1% | -7.7% | -22.1% |
| YTD | +74.6% | +80.2% | -5.6% | +8.5% |
| 1Y | +116.4% | +63.4% | +53.1% | +41.7% |
| 3Y | +239.3% | +16.2% | +223.1% | +161.8% |
| 5Y | -20.2% | +42.1% | -62.3% | -49.8% |
| All | +97.7% | +20.5% | +77.2% | +30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling