+103.3%
DOCU vs EME
+813.1%
-709.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +4.1% | +8.4% | -4.3% | +2.0% |
| 30D | +7.4% | -11.5% | +18.8% | +10.0% |
| 3M | +26.0% | -20.6% | +46.6% | +32.0% |
| 6M | +79.2% | -28.5% | +107.7% | +90.9% |
| YTD | +18.1% | +8.0% | +10.1% | +7.6% |
| 1Y | +20.5% | +6.8% | +13.8% | +10.2% |
| 3Y | +96.4% | +213.9% | -117.5% | +11.9% |
| 5Y | -69.5% | +414.8% | -484.3% | -85.8% |
| All | +103.3% | +813.1% | -709.9% | -24.6% |
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 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