+29.7%
EEM vs DOCN
+74.7%
-45.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.9% |
| 7D | -2.8% | -19.2% | +16.4% | -0.4% |
| 30D | -11.9% | -43.1% | +31.1% | -6.3% |
| 3M | -8.8% | -40.7% | +32.0% | -3.9% |
| 6M | -11.6% | -55.0% | +43.3% | -4.5% |
| YTD | +9.0% | +50.6% | -41.6% | +0.8% |
| 1Y | +10.6% | +54.0% | -43.4% | +1.8% |
| 3Y | +64.4% | +203.9% | -139.5% | +35.1% |
| 5Y | +31.0% | -29.4% | +60.4% | +15.8% |
| All | +29.7% | +74.7% | -45.0% | +9.0% |
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