+70.3%
VWO vs DOCU
+80.0%
-9.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.3% |
| 7D | +1.1% | +6.9% | -5.8% | +0.3% |
| 30D | +2.4% | +19.0% | -16.6% | +0.2% |
| 3M | +2.0% | +34.3% | -32.3% | -1.9% |
| 6M | +10.7% | +48.0% | -37.3% | +4.9% |
| YTD | +14.4% | 0.0% | +14.4% | +13.3% |
| 1Y | +22.7% | -10.3% | +33.0% | +22.7% |
| 3Y | +64.2% | +32.4% | +31.8% | +52.2% |
| 5Y | +35.8% | -77.9% | +113.7% | +48.4% |
| All | +70.3% | +80.0% | -9.7% | +36.6% |
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