-68.5%
DOCU vs EME
+419.1%
-487.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.3% | -0.1% | +2.5% |
| 7D | -0.4% | +4.3% | -4.7% | -1.5% |
| 30D | +12.9% | -14.4% | +27.3% | +16.5% |
| 3M | +35.1% | -18.3% | +53.4% | +40.3% |
| 6M | +76.2% | -28.3% | +104.5% | +89.2% |
| YTD | +17.2% | +9.2% | +8.0% | +3.5% |
| 1Y | +16.4% | +4.3% | +12.1% | +4.9% |
| 3Y | +95.6% | +218.6% | -123.1% | -23.8% |
| 5Y | -68.5% | +421.0% | -489.6% | -93.0% |
| All | -68.5% | +419.1% | -487.6% | -93.0% |
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