-31.1%
DOCN vs VT
+53.2%
-84.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.1% | -11.8% | -5.9% |
| 7D | -29.3% | -4.2% | -25.1% | -20.8% |
| 30D | -46.0% | -5.8% | -40.2% | -36.3% |
| 3M | -43.2% | -5.2% | -37.9% | -33.7% |
| 6M | -53.7% | +0.1% | -53.9% | -52.0% |
| YTD | +46.9% | +8.2% | +38.7% | +26.8% |
| 1Y | +54.3% | +10.1% | +44.2% | +28.0% |
| 3Y | +185.5% | +69.7% | +115.9% | -12.4% |
| 5Y | -31.1% | +53.4% | -84.5% | -62.3% |
| All | -31.1% | +53.2% | -84.3% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling