+692.3%
VST vs DOCN
+102.5%
+589.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -7.2% | -6.7% | -12.8% |
| 7D | -15.7% | -20.0% | +4.3% | -13.0% |
| 30D | -17.0% | -38.8% | +21.8% | -11.4% |
| 3M | -15.9% | -34.8% | +18.9% | -11.5% |
| 6M | -25.0% | -22.8% | -2.2% | -24.3% |
| YTD | -25.1% | +74.6% | -99.7% | -33.7% |
| 1Y | -34.9% | +116.4% | -151.3% | -44.3% |
| 3Y | +252.7% | +239.3% | +13.3% | +186.1% |
| 5Y | +582.3% | -20.2% | +602.6% | +451.9% |
| All | +692.3% | +102.5% | +589.8% | +540.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling