-34.9%
DOCS vs EME
+2.9%
-37.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.2% |
| 7D | +0.1% | +11.3% | -11.3% | +1.9% |
| 30D | +8.7% | -14.6% | +23.2% | +5.8% |
| 3M | +32.9% | -20.4% | +53.3% | +28.2% |
| 6M | +25.5% | -28.3% | +53.8% | +18.8% |
| YTD | -25.0% | +8.6% | -33.6% | -30.2% |
| 1Y | -34.9% | +3.2% | -38.1% | -38.0% |
| All | -34.9% | +2.9% | -37.7% | -38.0% |
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 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