+857.2%
VRT vs DOCN
+74.7%
+782.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.6% |
| 7D | -21.4% | -19.2% | -2.2% | -15.3% |
| 30D | -25.8% | -43.1% | +17.2% | -11.3% |
| 3M | -33.5% | -40.7% | +7.2% | -22.7% |
| 6M | -49.0% | -55.0% | +5.9% | -36.1% |
| YTD | +12.9% | +50.6% | -37.7% | -11.2% |
| 1Y | 0.0% | +54.0% | -53.9% | -21.9% |
| 3Y | +361.8% | +203.9% | +157.9% | +172.3% |
| 5Y | +565.1% | -29.4% | +594.5% | +397.3% |
| All | +857.2% | +74.7% | +782.5% | +550.7% |
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