+215.6%
DOCN vs VTR
+131.8%
+83.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.6% | +1.7% |
| 7D | -12.1% | +3.8% | -15.9% | -11.8% |
| 30D | -41.0% | +10.1% | -51.1% | -40.5% |
| 3M | -38.7% | -1.2% | -37.5% | -38.4% |
| 6M | -51.5% | +4.8% | -56.3% | -51.3% |
| YTD | +65.3% | +18.9% | +46.4% | +61.3% |
| 1Y | +53.9% | +21.8% | +32.1% | +49.1% |
| 3Y | +215.6% | +132.0% | +83.6% | +124.5% |
| All | +215.6% | +131.8% | +83.7% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 3y: compounded portfolio wealth divided by compounded VTR 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…
3y analysis · Full analysis span regression · 6 months rolling