+19.0%
DLR vs VWO
+23.1%
-4.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.1% |
| 7D | +1.6% | +1.1% | +0.5% | +1.0% |
| 30D | -3.4% | +2.4% | -5.7% | -4.5% |
| 3M | +0.5% | +2.0% | -1.5% | -0.7% |
| 6M | +4.6% | +10.7% | -6.1% | -1.6% |
| YTD | +23.4% | +14.4% | +9.0% | +12.4% |
| 1Y | +19.0% | +22.7% | -3.7% | +6.6% |
| All | +19.0% | +23.1% | -4.0% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 1y: compounded portfolio wealth divided by compounded VWO 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…
1y analysis · Full analysis span regression · 6 months rolling