+249.3%
VST vs DOCN
+236.1%
+13.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -7.2% | -6.7% | -12.3% |
| 7D | -15.7% | -20.0% | +4.3% | -11.6% |
| 30D | -17.0% | -38.8% | +21.8% | -8.4% |
| 3M | -15.9% | -34.8% | +18.9% | -9.2% |
| 6M | -25.0% | -22.8% | -2.2% | -24.7% |
| YTD | -25.1% | +74.6% | -99.7% | -41.7% |
| 1Y | -34.9% | +116.4% | -151.3% | -52.9% |
| All | +249.3% | +236.1% | +13.2% | +143.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling