+102.2%
VUG vs DOCN
+74.7%
+27.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.5% |
| 7D | -3.4% | -19.2% | +15.8% | -0.1% |
| 30D | -11.1% | -43.1% | +32.0% | -3.0% |
| 3M | -7.2% | -40.7% | +33.5% | -0.3% |
| 6M | -4.1% | -55.0% | +50.8% | +6.7% |
| YTD | +1.4% | +50.6% | -49.2% | -12.8% |
| 1Y | +1.9% | +54.0% | -52.0% | -12.9% |
| 3Y | +77.7% | +203.9% | -126.2% | +25.3% |
| 5Y | +57.6% | -29.4% | +87.0% | +27.7% |
| All | +102.2% | +74.7% | +27.5% | +52.8% |
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