+95.3%
DOCU vs EME
+742.6%
-647.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.2% |
| 7D | -5.5% | -10.5% | +4.9% | -3.3% |
| 30D | +12.6% | -22.4% | +35.1% | +19.2% |
| 3M | +36.4% | -24.7% | +61.1% | +44.6% |
| 6M | +66.8% | -35.5% | +102.3% | +82.4% |
| YTD | +13.5% | -0.3% | +13.8% | +5.4% |
| 1Y | +11.3% | -6.7% | +18.0% | +5.8% |
| 3Y | +92.1% | +190.6% | -98.6% | +11.5% |
| 5Y | -71.0% | +367.3% | -438.2% | -86.1% |
| All | +95.3% | +742.6% | -647.3% | -26.1% |
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 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