+486.8%
VLO vs DOCN
+70.4%
+416.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -15.9% | +12.0% | -2.9% |
| 7D | -8.7% | -29.3% | +20.6% | -6.9% |
| 30D | -16.2% | -46.0% | +29.8% | -13.4% |
| 3M | +16.2% | -43.2% | +59.3% | +19.2% |
| 6M | +39.8% | -53.7% | +93.5% | +44.4% |
| YTD | +119.0% | +46.9% | +72.0% | +105.9% |
| 1Y | +110.8% | +54.3% | +56.5% | +97.4% |
| 3Y | +201.7% | +185.5% | +16.1% | +167.3% |
| 5Y | +426.2% | -31.1% | +457.3% | +382.5% |
| All | +486.8% | +70.4% | +416.4% | +399.1% |
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