+26.9%
EEM vs DOCN
+70.4%
-43.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -15.9% | +10.1% | -3.9% |
| 7D | -7.4% | -29.3% | +21.8% | -3.7% |
| 30D | -15.0% | -46.0% | +31.1% | -8.9% |
| 3M | -11.7% | -43.2% | +31.5% | -6.5% |
| 6M | -10.8% | -53.7% | +42.9% | -3.9% |
| YTD | +6.7% | +46.9% | -40.3% | -1.1% |
| 1Y | +7.4% | +54.3% | -47.0% | -1.1% |
| 3Y | +62.1% | +185.5% | -123.4% | +34.2% |
| 5Y | +28.2% | -31.1% | +59.3% | +13.6% |
| All | +26.9% | +70.4% | -43.5% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling