+44.6%
EEM vs DOCU
-78.0%
+122.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +1.4% |
| 7D | +2.3% | +6.9% | -4.6% | +1.6% |
| 30D | +4.5% | +19.0% | -14.5% | +2.5% |
| 3M | -0.1% | +34.3% | -34.4% | -3.5% |
| 6M | +16.9% | +48.0% | -31.1% | +11.3% |
| YTD | +26.2% | 0.0% | +26.2% | +25.3% |
| 1Y | +40.5% | -10.3% | +50.8% | +40.9% |
| 3Y | +86.2% | +32.4% | +53.8% | +73.1% |
| All | +44.6% | -78.0% | +122.6% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling