+126.7%
EMB vs DOC
+105.5%
+21.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.8% |
| 7D | +0.7% | +8.7% | -8.0% | +0.1% |
| 30D | +2.3% | +7.6% | -5.3% | +1.7% |
| 3M | -2.5% | -5.3% | +2.8% | -2.1% |
| 6M | -1.1% | +27.6% | -28.7% | -3.1% |
| YTD | -0.6% | +32.4% | -33.0% | -2.9% |
| 1Y | +0.6% | +22.9% | -22.2% | -1.2% |
| 3Y | +28.4% | +43.1% | -14.7% | +24.2% |
| 5Y | +7.3% | -21.4% | +28.7% | +7.8% |
| 10Y | +29.8% | +16.8% | +13.0% | +26.5% |
| All | +126.7% | +105.5% | +21.2% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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