+44.6%
EEM vs DOCS
-73.4%
+118.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +2.0% |
| 7D | +2.3% | -1.4% | +3.7% | +2.4% |
| 30D | +4.5% | +21.8% | -17.3% | +2.6% |
| 3M | -0.1% | +27.3% | -27.4% | -2.3% |
| 6M | +16.9% | -0.3% | +17.3% | +16.0% |
| YTD | +26.2% | -40.5% | +66.7% | +30.3% |
| 1Y | +40.5% | -61.5% | +102.1% | +50.4% |
| 3Y | +86.2% | +8.2% | +78.0% | +75.0% |
| All | +44.6% | -73.4% | +118.0% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling