+44.6%
EEM vs DOCN
+54.1%
-9.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +1.5% |
| 7D | +2.3% | +1.1% | +1.2% | +2.2% |
| 30D | +4.5% | -9.6% | +14.2% | +5.6% |
| 3M | -0.1% | -37.7% | +37.6% | +4.9% |
| 6M | +16.9% | +115.2% | -98.3% | +4.3% |
| YTD | +26.2% | +133.7% | -107.5% | +10.8% |
| 1Y | +40.5% | +250.2% | -209.6% | +16.7% |
| 3Y | +86.2% | +320.3% | -234.1% | +45.7% |
| All | +44.6% | +54.1% | -9.5% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling