-37.1%
DOCS vs EME
+436.6%
-473.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +2.6% | +8.4% | -5.8% | +0.5% |
| 30D | +11.4% | -11.5% | +22.9% | +14.3% |
| 3M | +25.4% | -20.6% | +46.0% | +31.7% |
| 6M | +42.5% | -28.5% | +71.0% | +53.1% |
| YTD | -24.7% | +8.0% | -32.7% | -31.9% |
| 1Y | -32.9% | +6.8% | -39.7% | -39.2% |
| 3Y | +39.6% | +213.9% | -174.3% | -28.4% |
| 5Y | -54.6% | +414.8% | -469.4% | -84.0% |
| All | -37.1% | +436.6% | -473.7% | -77.9% |
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