+15.2%
VZ vs DOCN
+70.4%
-55.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -15.9% | +15.7% | -0.3% |
| 7D | +5.6% | -29.3% | +34.9% | +5.2% |
| 30D | +1.9% | -46.0% | +47.9% | +1.3% |
| 3M | +0.8% | -43.2% | +44.0% | +0.3% |
| 6M | +0.6% | -53.7% | +54.3% | +0.1% |
| YTD | +20.8% | +46.9% | -26.2% | +18.9% |
| 1Y | +23.9% | +54.3% | -30.4% | +21.9% |
| 3Y | +55.7% | +185.5% | -129.9% | +50.5% |
| 5Y | +21.5% | -31.1% | +52.6% | +15.3% |
| All | +15.2% | +70.4% | -55.2% | +13.8% |
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