+55.8%
DOCS vs EME
+185.5%
-129.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.9% | +2.6% | -3.4% |
| 7D | -1.3% | -13.6% | +12.3% | +0.4% |
| 30D | +19.4% | -27.8% | +47.2% | +24.6% |
| 3M | +53.4% | -27.6% | +80.9% | +59.8% |
| 6M | +28.8% | -36.1% | +64.9% | +37.3% |
| YTD | -25.1% | -2.5% | -22.6% | -30.0% |
| 1Y | -48.1% | -11.7% | -36.5% | -50.0% |
| All | +55.8% | +185.5% | -129.7% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling