+8.6%
EMB vs DOCU
-68.9%
+77.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.1% |
| 7D | -0.4% | -0.4% | 0.0% | -0.4% |
| 30D | +1.5% | +12.9% | -11.4% | +0.8% |
| 3M | -1.6% | +35.1% | -36.6% | -3.4% |
| 6M | -1.5% | +76.2% | -77.7% | -5.0% |
| YTD | -0.1% | +17.2% | -17.2% | -1.4% |
| 1Y | +0.5% | +16.4% | -15.9% | -0.9% |
| 3Y | +30.2% | +95.6% | -65.4% | +22.3% |
| 5Y | +8.6% | -68.5% | +77.1% | +3.9% |
| All | +8.6% | -68.9% | +77.4% | +3.9% |
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