+496.0%
VLO vs DOCN
+88.7%
+407.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.0% | -5.1% | +2.5% |
| 7D | -6.5% | -12.8% | +6.3% | -5.8% |
| 30D | -17.8% | -41.9% | +24.2% | -15.4% |
| 3M | +19.6% | -36.9% | +56.5% | +22.0% |
| 6M | +49.3% | -52.2% | +101.5% | +54.1% |
| YTD | +122.4% | +62.7% | +59.7% | +107.8% |
| 1Y | +107.4% | +58.2% | +49.2% | +94.2% |
| 3Y | +223.1% | +219.5% | +3.6% | +184.4% |
| 5Y | +432.2% | -32.9% | +465.1% | +390.6% |
| All | +496.0% | +88.7% | +407.3% | +403.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling