+164.6%
DOCN vs VWO
+40.5%
+124.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +1.6% |
| 7D | +1.1% | +1.1% | +0.1% | -0.6% |
| 30D | -9.6% | +2.4% | -12.0% | -12.8% |
| 3M | -37.7% | +2.0% | -39.7% | -39.1% |
| 6M | +115.2% | +10.7% | +104.5% | +83.2% |
| YTD | +133.7% | +14.4% | +119.3% | +88.3% |
| 1Y | +250.2% | +22.7% | +227.4% | +153.4% |
| 3Y | +320.3% | +64.2% | +256.1% | +87.0% |
| 5Y | +53.1% | +35.8% | +17.3% | -5.4% |
| All | +164.6% | +40.5% | +124.2% | +54.5% |
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