+48.3%
EEM vs DOCU
+107.7%
-59.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.5% |
| 3M | -11.7% | +37.3% | -48.9% | -15.2% |
| 6M | -10.8% | +63.1% | -73.9% | -16.6% |
| YTD | +6.7% | +15.4% | -8.7% | +3.6% |
| 1Y | +7.4% | +11.3% | -3.9% | +4.7% |
| 3Y | +62.1% | +92.1% | -30.0% | +42.5% |
| 5Y | +28.2% | -70.5% | +98.7% | +35.0% |
| All | +48.3% | +107.7% | -59.4% | +15.0% |
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