+949.4%
VRT vs DOCN
+88.7%
+860.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +8.0% | +1.6% | +7.0% |
| 7D | -10.6% | -12.8% | +2.2% | -6.0% |
| 30D | -17.4% | -41.9% | +24.5% | -1.7% |
| 3M | -26.4% | -36.9% | +10.5% | -16.0% |
| 6M | -41.0% | -52.2% | +11.2% | -27.3% |
| YTD | +23.8% | +62.7% | -38.9% | -5.0% |
| 1Y | +11.6% | +58.2% | -46.6% | -13.4% |
| 3Y | +403.5% | +219.5% | +184.0% | +193.0% |
| 5Y | +647.0% | -32.9% | +679.9% | +451.4% |
| All | +949.4% | +88.7% | +860.7% | +596.2% |
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