+60.1%
DOCN vs VTR
+86.5%
-26.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +3.6% |
| 7D | +1.1% | -1.7% | +2.8% | +1.8% |
| 30D | -9.6% | -2.4% | -7.2% | -8.7% |
| 3M | -37.7% | +14.8% | -52.5% | -42.7% |
| 6M | +115.2% | +5.3% | +109.9% | +105.0% |
| YTD | +133.7% | +18.1% | +115.6% | +107.9% |
| 1Y | +250.2% | +36.7% | +213.4% | +182.9% |
| 3Y | +320.3% | +130.1% | +190.2% | +125.3% |
| All | +60.1% | +86.5% | -26.5% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling