+51.5%
EEM vs DOCU
+104.2%
-52.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.4% |
| 7D | -2.8% | -5.5% | +2.7% | -2.2% |
| 30D | -11.9% | +12.6% | -24.6% | -13.2% |
| 3M | -8.8% | +36.4% | -45.1% | -12.4% |
| 6M | -11.6% | +66.8% | -78.4% | -17.6% |
| YTD | +9.0% | +13.5% | -4.5% | +6.1% |
| 1Y | +10.6% | +11.3% | -0.7% | +7.7% |
| 3Y | +64.4% | +92.1% | -27.7% | +44.4% |
| 5Y | +31.0% | -71.0% | +102.0% | +38.2% |
| All | +51.5% | +104.2% | -52.7% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling