+164.6%
DOCN vs VT
+86.7%
+78.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.1% | +0.4% | +0.7% | +0.1% |
| 30D | -9.6% | +1.0% | -10.6% | -11.4% |
| 3M | -37.7% | +2.4% | -40.1% | -40.3% |
| 6M | +115.2% | +12.0% | +103.2% | +68.0% |
| YTD | +133.7% | +15.3% | +118.4% | +71.0% |
| 1Y | +250.2% | +22.6% | +227.6% | +124.5% |
| 3Y | +320.3% | +74.7% | +245.6% | +24.6% |
| 5Y | +53.1% | +66.1% | -13.0% | -40.5% |
| All | +164.6% | +86.7% | +78.0% | -8.6% |
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