-76.5%
DOCU vs EME
+529.3%
-605.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.3% |
| 7D | +6.9% | +1.9% | +5.0% | +6.4% |
| 30D | +19.0% | -8.3% | +27.3% | +21.4% |
| 3M | +34.3% | -10.7% | +45.0% | +36.9% |
| 6M | +48.0% | +1.9% | +46.1% | +41.9% |
| YTD | 0.0% | +23.5% | -23.5% | -12.7% |
| 1Y | -10.3% | +18.0% | -28.2% | -22.4% |
| 3Y | +32.4% | +236.1% | -203.7% | -42.4% |
| All | -76.5% | +529.3% | -605.8% | -94.1% |
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