+198.1%
DOCN vs VWO
+40.0%
+158.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.3% | +13.0% | +13.2% |
| 7D | +16.3% | +0.9% | +15.4% | +14.5% |
| 30D | +2.0% | +1.3% | +0.8% | +0.2% |
| 3M | -25.2% | +5.1% | -30.3% | -30.5% |
| 6M | +132.7% | +12.5% | +120.1% | +92.6% |
| YTD | +163.3% | +14.0% | +149.2% | +113.2% |
| 1Y | +280.3% | +19.7% | +260.6% | +186.6% |
| 3Y | +371.8% | +66.8% | +305.1% | +104.4% |
| 5Y | +87.1% | +36.2% | +50.9% | +15.7% |
| All | +198.1% | +40.0% | +158.1% | +74.9% |
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