-57.0%
DOCS vs EME
+407.9%
-465.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.3% | -6.2% | -0.7% |
| 7D | 0.0% | -4.4% | +4.4% | +0.7% |
| 30D | +7.8% | -17.3% | +25.0% | +12.7% |
| 3M | +20.0% | -20.0% | +40.0% | +25.9% |
| 6M | +26.5% | -29.1% | +55.6% | +36.6% |
| YTD | -25.8% | +6.9% | -32.7% | -33.2% |
| 1Y | -39.5% | +0.8% | -40.2% | -44.2% |
| 3Y | +60.3% | +214.4% | -154.1% | -24.4% |
| 5Y | -57.0% | +404.2% | -461.2% | -87.5% |
| All | -57.0% | +407.9% | -465.0% | -87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling