-50.3%
DOCS vs EME
+513.5%
-563.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.2% |
| 7D | -1.4% | +1.9% | -3.3% | -1.9% |
| 30D | +21.8% | -8.3% | +30.1% | +24.5% |
| 3M | +27.3% | -10.7% | +38.0% | +29.9% |
| 6M | -0.3% | +1.9% | -2.2% | -3.8% |
| YTD | -40.5% | +23.5% | -64.0% | -47.5% |
| 1Y | -61.5% | +18.0% | -79.5% | -66.1% |
| 3Y | +8.2% | +236.1% | -227.9% | -43.9% |
| 5Y | -73.4% | +527.9% | -601.3% | -90.9% |
| All | -50.3% | +513.5% | -563.8% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling