+28.2%
EEM vs DOC
-22.1%
+50.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.5% | -5.7% |
| 7D | -7.4% | +6.2% | -13.7% | -8.7% |
| 30D | -15.0% | +6.5% | -21.4% | -16.3% |
| 3M | -11.7% | -6.2% | -5.4% | -10.4% |
| 6M | -10.8% | +25.6% | -36.4% | -16.6% |
| YTD | +6.7% | +32.1% | -25.4% | -1.9% |
| 1Y | +7.4% | +20.3% | -12.9% | +1.2% |
| 3Y | +62.1% | +42.7% | +19.4% | +42.6% |
| 5Y | +28.2% | -22.2% | +50.4% | +35.2% |
| All | +28.2% | -22.1% | +50.3% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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