+20.5%
DOCU vs EME
+3.0%
+17.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.6% |
| 7D | +4.1% | +8.4% | -4.3% | +6.7% |
| 30D | +7.4% | -11.5% | +18.8% | +3.2% |
| 3M | +26.0% | -20.6% | +46.6% | +17.4% |
| 6M | +79.2% | -28.5% | +107.7% | +66.3% |
| YTD | +18.1% | +8.0% | +10.1% | +13.1% |
| 1Y | +20.5% | +6.8% | +13.8% | +15.6% |
| All | +20.5% | +3.0% | +17.5% | +15.6% |
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 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