+44.6%
EEM vs DOC
-24.5%
+69.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.3% |
| 7D | +2.3% | -1.5% | +3.8% | +2.7% |
| 30D | +4.5% | -4.8% | +9.3% | +5.7% |
| 3M | -0.1% | +6.9% | -6.9% | -2.1% |
| 6M | +16.9% | +20.7% | -3.8% | +10.7% |
| YTD | +26.2% | +34.1% | -7.9% | +16.0% |
| 1Y | +40.5% | +22.6% | +17.9% | +31.9% |
| 3Y | +86.2% | +20.8% | +65.4% | +73.3% |
| All | +44.6% | -24.5% | +69.1% | +48.3% |
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