-73.2%
DOCS vs EMB
+7.4%
-80.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +21.8% | -0.3% | +22.1% | +22.8% |
| 3M | +27.3% | -0.4% | +27.7% | +28.6% |
| 6M | -0.3% | +0.1% | -0.5% | -0.4% |
| YTD | -40.5% | +1.6% | -42.1% | -42.4% |
| 1Y | -61.5% | +5.6% | -67.2% | -65.4% |
| 3Y | +8.2% | +29.8% | -21.7% | -33.8% |
| All | -73.2% | +7.4% | -80.5% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling