+66.4%
DOCN vs EMB
+10.1%
+56.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.5% | -15.3% | -14.6% |
| 7D | -29.3% | -0.3% | -29.0% | -28.7% |
| 30D | -46.0% | +1.1% | -47.1% | -47.5% |
| 3M | -43.2% | -2.9% | -40.2% | -39.0% |
| 6M | -53.7% | -2.1% | -51.7% | -51.1% |
| YTD | +46.9% | -1.1% | +48.0% | +51.6% |
| 1Y | +54.3% | +0.3% | +54.0% | +54.0% |
| 3Y | +185.5% | +27.7% | +157.8% | +68.0% |
| 5Y | -31.1% | +6.0% | -37.1% | -23.9% |
| All | +66.4% | +10.1% | +56.3% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling