+203.9%
DOCN vs VTR
+121.5%
+82.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.5% |
| 7D | -19.2% | +4.7% | -23.8% | -18.7% |
| 30D | -43.1% | +10.9% | -53.9% | -42.6% |
| 3M | -40.7% | -3.2% | -37.5% | -40.6% |
| 6M | -55.0% | +3.7% | -58.7% | -54.9% |
| YTD | +50.6% | +16.8% | +33.8% | +46.8% |
| 1Y | +54.0% | +21.3% | +32.6% | +48.5% |
| 3Y | +203.9% | +119.0% | +84.9% | +129.5% |
| All | +203.9% | +121.5% | +82.4% | +129.5% |
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