+29.8%
EEM vs DOCS
-51.8%
+81.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.4% |
| 7D | -2.8% | -0.8% | -2.0% | -2.7% |
| 30D | -11.9% | +17.4% | -29.3% | -13.0% |
| 3M | -8.8% | +57.4% | -66.1% | -12.2% |
| 6M | -11.6% | +26.5% | -38.2% | -13.9% |
| YTD | +9.0% | -26.6% | +35.6% | +10.9% |
| 1Y | +10.6% | -48.1% | +58.6% | +15.8% |
| 3Y | +64.4% | +52.6% | +11.7% | +49.0% |
| All | +29.8% | -51.8% | +81.7% | +26.4% |
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