+32.7%
VWO vs DOCS
-36.0%
+68.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +0.9% |
| 7D | +1.1% | -1.4% | +2.5% | +1.2% |
| 30D | +2.4% | +21.8% | -19.4% | +0.7% |
| 3M | +2.0% | +27.3% | -25.3% | 0.0% |
| 6M | +10.7% | -0.3% | +11.0% | +9.9% |
| YTD | +14.4% | -40.5% | +54.9% | +17.5% |
| 1Y | +22.7% | -61.5% | +84.3% | +30.0% |
| 3Y | +64.2% | +8.2% | +56.0% | +56.3% |
| 5Y | +35.8% | -73.4% | +109.2% | +35.8% |
| All | +32.7% | -36.0% | +68.7% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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