+26.8%
EEM vs DOCS
-19.3%
+46.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | 0.0% | +2.3% |
| 7D | +0.7% | -4.2% | +4.9% | +1.0% |
| 30D | -6.2% | +8.6% | -14.8% | -6.7% |
| 3M | -5.2% | +27.2% | -32.4% | -6.8% |
| 6M | -8.1% | +26.5% | -34.6% | -10.3% |
| YTD | +14.0% | -25.0% | +39.0% | +15.5% |
| 1Y | +13.8% | -37.0% | +50.8% | +16.8% |
| 3Y | +73.7% | +39.4% | +34.3% | +62.1% |
| 5Y | +34.6% | -56.7% | +91.2% | +31.1% |
| All | +26.8% | -19.3% | +46.1% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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