+66.4%
DOCN vs VTR
+100.4%
-34.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.2% | -15.7% | -15.8% |
| 7D | -29.3% | +6.4% | -35.6% | -30.9% |
| 30D | -46.0% | +8.8% | -54.8% | -48.0% |
| 3M | -43.2% | -3.2% | -40.0% | -42.8% |
| 6M | -53.7% | +3.8% | -57.5% | -55.5% |
| YTD | +46.9% | +17.2% | +29.7% | +31.4% |
| 1Y | +54.3% | +21.7% | +32.7% | +35.0% |
| 3Y | +185.5% | +120.8% | +64.8% | +65.0% |
| 5Y | -31.1% | +94.6% | -125.7% | -57.6% |
| All | +66.4% | +100.4% | -34.1% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling