+70.5%
DOCN vs EME
+481.0%
-410.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.0% |
| 7D | -19.2% | -10.5% | -8.7% | -12.6% |
| 30D | -43.1% | -22.4% | -20.6% | -32.0% |
| 3M | -40.7% | -24.7% | -16.0% | -28.0% |
| 6M | -55.0% | -35.5% | -19.5% | -39.9% |
| YTD | +50.6% | -0.3% | +51.0% | +54.1% |
| 1Y | +54.0% | -6.7% | +60.7% | +63.8% |
| 3Y | +203.9% | +190.6% | +13.3% | +44.5% |
| 5Y | -29.4% | +367.3% | -396.6% | -78.7% |
| All | +70.5% | +481.0% | -410.5% | -49.6% |
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