+28.2%
EEM vs DOCU
-71.9%
+100.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.0% | -3.8% | -5.6% |
| 7D | -7.4% | -3.2% | -4.2% | -7.1% |
| 30D | -15.0% | +15.7% | -30.7% | -16.3% |
| 3M | -11.7% | +37.3% | -48.9% | -14.7% |
| 6M | -10.8% | +63.1% | -73.9% | -15.8% |
| YTD | +6.7% | +15.4% | -8.7% | +4.2% |
| 1Y | +7.4% | +11.3% | -3.9% | +5.3% |
| 3Y | +62.1% | +92.1% | -30.0% | +44.2% |
| 5Y | +28.2% | -70.5% | +98.7% | +25.7% |
| All | +28.2% | -71.9% | +100.1% | +25.7% |
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