-27.5%
DOCN vs VWO
+25.3%
-52.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.0% |
| 7D | +19.1% | +2.0% | +17.1% | +15.2% |
| 30D | -21.0% | -4.3% | -16.7% | -13.3% |
| 3M | -34.7% | -6.4% | -28.4% | -24.9% |
| 6M | -45.8% | -5.6% | -40.1% | -38.1% |
| YTD | +79.4% | +5.2% | +74.2% | +69.0% |
| 1Y | +91.0% | +5.2% | +85.8% | +80.4% |
| 3Y | +237.5% | +55.5% | +181.9% | +56.9% |
| All | -27.5% | +25.3% | -52.8% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling