+55.6%
EEM vs DOCU
+112.5%
-56.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.4% |
| 7D | +2.7% | +4.1% | -1.4% | +2.2% |
| 30D | -5.4% | +7.4% | -12.7% | -6.2% |
| 3M | -8.6% | +26.0% | -34.6% | -11.3% |
| 6M | -8.9% | +79.2% | -88.1% | -15.7% |
| YTD | +11.9% | +18.1% | -6.1% | +8.4% |
| 1Y | +13.1% | +20.5% | -7.4% | +9.1% |
| 3Y | +70.7% | +96.4% | -25.7% | +49.6% |
| 5Y | +31.8% | -69.5% | +101.3% | +38.2% |
| All | +55.6% | +112.5% | -56.9% | +20.3% |
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