-37.4%
DOCS vs EMB
+6.2%
-43.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -3.3% |
| 7D | -1.3% | -0.3% | -1.0% | -0.6% |
| 30D | +19.4% | +1.1% | +18.3% | +17.1% |
| 3M | +53.4% | -2.9% | +56.3% | +62.9% |
| 6M | +28.8% | -2.1% | +30.8% | +34.3% |
| YTD | -25.1% | -1.1% | -24.0% | -23.6% |
| 1Y | -48.1% | +0.3% | -48.5% | -48.6% |
| 3Y | +51.4% | +27.7% | +23.6% | -5.3% |
| 5Y | -51.1% | +6.0% | -57.1% | -43.3% |
| All | -37.4% | +6.2% | -43.6% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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