+84.2%
DOCN vs VWO
+29.7%
+54.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.4% | +5.6% | +3.9% |
| 7D | -12.8% | +1.6% | -14.4% | -14.6% |
| 30D | -41.9% | -5.3% | -36.7% | -35.2% |
| 3M | -36.9% | -6.2% | -30.7% | -28.1% |
| 6M | -52.2% | -6.2% | -46.0% | -45.2% |
| YTD | +62.7% | +5.6% | +57.1% | +53.0% |
| 1Y | +58.2% | +6.2% | +52.1% | +48.1% |
| 3Y | +219.5% | +57.5% | +162.0% | +54.1% |
| 5Y | -32.9% | +28.0% | -60.9% | -52.1% |
| All | +84.2% | +29.7% | +54.6% | +25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling