+112.9%
DOCN vs VT
+79.5%
+33.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.7% |
| 7D | -14.9% | -1.6% | -13.3% | -11.3% |
| 30D | -35.4% | -2.5% | -32.9% | -30.4% |
| 3M | -28.8% | -1.3% | -27.5% | -25.3% |
| 6M | -12.0% | +3.1% | -15.1% | -14.8% |
| YTD | +88.1% | +10.9% | +77.1% | +53.0% |
| 1Y | +118.4% | +12.1% | +106.4% | +74.5% |
| 3Y | +265.5% | +73.9% | +191.6% | +10.2% |
| 5Y | -4.3% | +58.0% | -62.2% | -57.6% |
| All | +112.9% | +79.5% | +33.4% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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