-35.6%
DOCN vs EMB
+6.0%
-41.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -19.2% | -0.1% | -19.1% | -19.0% |
| 30D | -43.1% | +1.3% | -44.4% | -44.8% |
| 3M | -40.7% | -2.7% | -38.0% | -36.6% |
| 6M | -55.0% | -2.8% | -52.2% | -51.6% |
| YTD | +50.6% | -1.1% | +51.7% | +55.4% |
| 1Y | +54.0% | 0.0% | +54.0% | +54.8% |
| 3Y | +203.9% | +28.8% | +175.1% | +74.0% |
| All | -35.6% | +6.0% | -41.6% | -15.0% |
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