+70.5%
DOCN vs VWO
+26.6%
+43.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | -0.8% |
| 7D | -19.2% | -0.4% | -18.8% | -18.2% |
| 30D | -43.1% | -7.6% | -35.4% | -33.7% |
| 3M | -40.7% | -7.6% | -33.1% | -30.7% |
| 6M | -55.0% | -8.7% | -46.3% | -45.9% |
| YTD | +50.6% | +3.2% | +47.5% | +47.3% |
| 1Y | +54.0% | +3.6% | +50.4% | +50.0% |
| 3Y | +203.9% | +51.8% | +152.1% | +56.1% |
| 5Y | -29.4% | +26.0% | -55.4% | -47.9% |
| All | +70.5% | +26.6% | +43.9% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling