+100.3%
VUG vs DOCN
+70.4%
+30.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -15.9% | +10.4% | -2.8% |
| 7D | -7.1% | -29.3% | +22.1% | -1.8% |
| 30D | -12.1% | -46.0% | +33.9% | -3.2% |
| 3M | -8.1% | -43.2% | +35.1% | -0.5% |
| 6M | -3.2% | -53.7% | +50.5% | +7.2% |
| YTD | +0.5% | +46.9% | -46.5% | -13.2% |
| 1Y | -0.7% | +54.3% | -55.0% | -15.2% |
| 3Y | +77.1% | +185.5% | -108.4% | +26.3% |
| 5Y | +56.2% | -31.1% | +87.3% | +27.1% |
| All | +100.3% | +70.4% | +30.0% | +52.0% |
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