+54.7%
EEM vs DOCU
+104.4%
-49.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -0.9% | -3.4% | +2.5% | -0.5% |
| 30D | -9.3% | +9.3% | -18.6% | -10.3% |
| 3M | -7.1% | +30.2% | -37.3% | -10.2% |
| 6M | -10.4% | +62.1% | -72.5% | -16.1% |
| YTD | +11.3% | +13.5% | -2.3% | +8.3% |
| 1Y | +11.3% | +11.5% | -0.2% | +8.4% |
| 3Y | +69.6% | +89.5% | -19.9% | +49.3% |
| 5Y | +33.6% | -69.6% | +103.3% | +40.0% |
| All | +54.7% | +104.4% | -49.7% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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