+35.6%
EEM vs DOCN
+110.0%
-74.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.6% | -7.2% | +1.3% |
| 7D | +0.7% | +3.7% | -3.0% | +0.1% |
| 30D | -6.2% | -33.7% | +27.5% | -2.1% |
| 3M | -5.2% | -27.9% | +22.7% | -2.4% |
| 6M | -8.1% | -46.4% | +38.3% | -2.8% |
| YTD | +14.0% | +81.1% | -67.1% | +3.0% |
| 1Y | +13.8% | +74.3% | -60.5% | +3.2% |
| 3Y | +73.7% | +245.8% | -172.1% | +40.6% |
| 5Y | +34.6% | -23.7% | +58.3% | +16.9% |
| All | +35.6% | +110.0% | -74.4% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling