+34.1%
EEM vs DOCN
-31.5%
+65.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.0% | -5.2% | +1.8% |
| 7D | -0.1% | -12.8% | +12.7% | +1.5% |
| 30D | -8.6% | -41.9% | +33.3% | -2.7% |
| 3M | -7.0% | -36.9% | +29.9% | -2.6% |
| 6M | -9.7% | -52.2% | +42.5% | -2.7% |
| YTD | +12.1% | +62.7% | -50.6% | +2.0% |
| 1Y | +14.1% | +58.2% | -44.2% | +4.0% |
| 3Y | +72.1% | +219.5% | -147.3% | +38.2% |
| 5Y | +34.1% | -32.9% | +67.0% | +18.0% |
| All | +34.1% | -31.5% | +65.6% | +18.0% |
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 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