-47.3%
DOCS vs EME
-3.1%
-44.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -9.6% | +16.0% | +4.5% |
| 7D | +1.2% | -5.8% | +7.0% | +0.2% |
| 30D | +21.3% | -17.9% | +39.2% | +17.5% |
| 3M | +58.4% | -22.0% | +80.4% | +52.4% |
| 6M | +39.3% | -29.7% | +69.0% | +31.6% |
| YTD | -21.7% | +4.7% | -26.4% | -27.4% |
| 1Y | -47.3% | -2.1% | -45.2% | -50.3% |
| All | -47.3% | -3.1% | -44.2% | -50.3% |
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