+103.1%
DOCN vs EME
+529.6%
-426.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.6% | -3.8% |
| 7D | +19.1% | +8.4% | +10.7% | +13.1% |
| 30D | -21.0% | -11.5% | -9.5% | -13.7% |
| 3M | -34.7% | -20.6% | -14.1% | -23.4% |
| 6M | -45.8% | -28.5% | -17.3% | -32.3% |
| YTD | +79.4% | +8.0% | +71.4% | +74.2% |
| 1Y | +91.0% | +6.8% | +84.3% | +86.5% |
| 3Y | +237.5% | +213.9% | +23.6% | +52.8% |
| 5Y | -30.4% | +414.8% | -445.2% | -80.1% |
| All | +103.1% | +529.6% | -426.5% | -43.1% |
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