+912.1%
EME vs DOC
+14.9%
+897.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.6% | -6.8% |
| 7D | -13.6% | +6.2% | -19.9% | -15.6% |
| 30D | -27.8% | +6.5% | -34.2% | -29.6% |
| 3M | -27.6% | -6.2% | -21.3% | -26.2% |
| 6M | -36.1% | +25.6% | -61.7% | -42.5% |
| YTD | -2.5% | +32.1% | -34.6% | -14.4% |
| 1Y | -11.7% | +20.3% | -32.0% | -19.6% |
| 3Y | +185.1% | +42.7% | +142.4% | +134.1% |
| 5Y | +357.2% | -22.2% | +379.3% | +383.9% |
| All | +912.1% | +14.9% | +897.2% | +831.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling