+105.1%
DOCN vs EME
+536.7%
-431.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.3% | +6.3% | +7.4% |
| 7D | +3.7% | +4.3% | -0.6% | +1.6% |
| 30D | -33.7% | -14.4% | -19.3% | -25.7% |
| 3M | -27.9% | -18.3% | -9.6% | -16.9% |
| 6M | -46.4% | -28.3% | -18.1% | -33.2% |
| YTD | +81.1% | +9.2% | +71.9% | +74.6% |
| 1Y | +74.3% | +4.3% | +70.0% | +72.6% |
| 3Y | +245.8% | +218.6% | +27.2% | +55.0% |
| 5Y | -23.7% | +421.0% | -444.8% | -78.4% |
| All | +105.1% | +536.7% | -431.6% | -42.9% |
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