+432.7%
VLO vs DOCN
-30.4%
+463.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.8% |
| 7D | -9.5% | -12.1% | +2.6% | -8.9% |
| 30D | -19.1% | -41.0% | +21.9% | -17.0% |
| 3M | +11.4% | -38.7% | +50.1% | +13.7% |
| 6M | +46.7% | -51.5% | +98.2% | +51.1% |
| YTD | +118.6% | +65.3% | +53.4% | +104.4% |
| 1Y | +99.9% | +53.9% | +46.0% | +87.7% |
| 3Y | +210.5% | +215.6% | -5.1% | +174.9% |
| 5Y | +432.7% | -26.2% | +458.8% | +377.9% |
| All | +432.7% | -30.4% | +463.1% | +377.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling