+60.1%
DOCN vs EME
+529.3%
-469.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +1.6% |
| 7D | +1.1% | +1.9% | -0.8% | -0.1% |
| 30D | -9.6% | -8.3% | -1.4% | -3.7% |
| 3M | -37.7% | -10.7% | -26.9% | -32.7% |
| 6M | +115.2% | +1.9% | +113.3% | +113.8% |
| YTD | +133.7% | +23.5% | +110.3% | +104.8% |
| 1Y | +250.2% | +18.0% | +232.2% | +209.9% |
| 3Y | +320.3% | +236.1% | +84.2% | +62.3% |
| All | +60.1% | +529.3% | -469.2% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling