+53.6%
VWO vs DOCU
+104.2%
-50.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.1% |
| 7D | -0.4% | -5.5% | +5.2% | +0.2% |
| 30D | -7.6% | +12.6% | -20.3% | -8.9% |
| 3M | -7.6% | +36.4% | -44.0% | -11.1% |
| 6M | -8.7% | +66.8% | -75.5% | -14.6% |
| YTD | +3.2% | +13.5% | -10.3% | +0.5% |
| 1Y | +3.6% | +11.3% | -7.7% | +1.1% |
| 3Y | +51.8% | +92.1% | -40.2% | +34.2% |
| 5Y | +26.0% | -71.0% | +97.0% | +32.9% |
| All | +53.6% | +104.2% | -50.6% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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