+28.7%
EMB vs DOCU
+80.0%
-51.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.2% |
| 7D | 0.0% | +6.9% | -6.9% | -0.4% |
| 30D | -0.3% | +19.0% | -19.3% | -1.3% |
| 3M | -0.4% | +34.3% | -34.7% | -2.2% |
| 6M | +0.1% | +48.0% | -47.9% | -2.3% |
| YTD | +1.6% | 0.0% | +1.6% | +1.2% |
| 1Y | +5.6% | -10.3% | +15.9% | +5.6% |
| 3Y | +29.8% | +32.4% | -2.6% | +25.5% |
| 5Y | +7.3% | -77.9% | +85.2% | +9.1% |
| All | +28.7% | +80.0% | -51.3% | +19.3% |
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