+252.1%
DOCN vs VWO
+56.2%
+195.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.7% | +5.7% |
| 7D | +27.4% | +4.0% | +23.4% | +19.4% |
| 30D | -29.7% | -5.4% | -24.3% | -21.7% |
| 3M | -32.5% | -6.4% | -26.1% | -23.2% |
| 6M | -42.2% | -4.7% | -37.5% | -35.6% |
| YTD | +87.2% | +5.3% | +81.9% | +79.3% |
| 1Y | +86.2% | +4.3% | +81.9% | +81.4% |
| All | +252.1% | +56.2% | +195.9% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling