+74.3%
DOCN vs EME
+2.7%
+71.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.3% | +6.3% | +6.7% |
| 7D | +3.7% | +4.3% | -0.6% | +0.9% |
| 30D | -33.7% | -14.4% | -19.3% | -24.0% |
| 3M | -27.9% | -18.3% | -9.6% | -14.3% |
| 6M | -46.4% | -28.3% | -18.1% | -29.6% |
| YTD | +81.1% | +9.2% | +71.9% | +78.3% |
| 1Y | +74.3% | +4.3% | +70.0% | +75.8% |
| All | +74.3% | +2.7% | +71.6% | +75.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling