+28.2%
EEM vs DOCS
-54.0%
+82.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.3% | -1.5% | -5.5% |
| 7D | -7.4% | -1.3% | -6.1% | -7.3% |
| 30D | -15.0% | +19.4% | -34.4% | -16.1% |
| 3M | -11.7% | +53.4% | -65.1% | -14.8% |
| 6M | -10.8% | +28.8% | -39.5% | -13.2% |
| YTD | +6.7% | -25.1% | +31.7% | +8.3% |
| 1Y | +7.4% | -48.1% | +55.5% | +12.6% |
| 3Y | +62.1% | +51.4% | +10.7% | +47.3% |
| 5Y | +28.2% | -51.1% | +79.3% | +24.2% |
| All | +28.2% | -54.0% | +82.2% | +24.2% |
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