+87.1%
DOCN vs EME
+516.3%
-429.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.3% |
| 7D | -12.1% | -8.8% | -3.4% | -6.2% |
| 30D | -41.0% | -18.2% | -22.8% | -32.0% |
| 3M | -38.7% | -20.2% | -18.5% | -28.3% |
| 6M | -51.5% | -29.9% | -21.6% | -38.7% |
| YTD | +65.3% | +5.7% | +59.5% | +62.6% |
| 1Y | +53.9% | -1.5% | +55.4% | +57.9% |
| 3Y | +215.6% | +208.4% | +7.1% | +44.4% |
| 5Y | -26.2% | +401.9% | -428.1% | -78.6% |
| All | +87.1% | +516.3% | -429.2% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling