-38.7%
DOCS vs EME
+395.2%
-433.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.6% |
| 7D | -0.8% | -10.5% | +9.7% | +1.6% |
| 30D | +17.4% | -22.4% | +39.8% | +24.5% |
| 3M | +57.4% | -24.7% | +82.1% | +67.4% |
| 6M | +26.5% | -35.5% | +62.0% | +39.8% |
| YTD | -26.6% | -0.3% | -26.2% | -32.3% |
| 1Y | -48.1% | -6.7% | -41.3% | -50.8% |
| 3Y | +52.6% | +190.6% | -138.0% | -20.2% |
| 5Y | -52.1% | +367.3% | -419.3% | -82.8% |
| All | -38.7% | +395.2% | -433.9% | -78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling