+60.1%
DOCN vs EMB
+7.4%
+52.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.1% | 0.0% | +1.1% | +1.2% |
| 30D | -9.6% | -0.3% | -9.3% | -9.0% |
| 3M | -37.7% | -0.4% | -37.3% | -37.0% |
| 6M | +115.2% | +0.1% | +115.1% | +115.2% |
| YTD | +133.7% | +1.6% | +132.1% | +125.7% |
| 1Y | +250.2% | +5.6% | +244.5% | +208.8% |
| 3Y | +320.3% | +29.8% | +290.5% | +136.2% |
| All | +60.1% | +7.4% | +52.7% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 5y: compounded portfolio wealth divided by compounded EMB 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…
5y analysis · Full analysis span regression · 6 months rolling