+205.4%
EME vs DOC
+43.5%
+161.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.1% | -12.8% | -9.9% |
| 7D | -5.8% | +8.7% | -14.5% | -6.6% |
| 30D | -17.9% | +7.6% | -25.6% | -18.5% |
| 3M | -22.0% | -5.3% | -16.7% | -21.5% |
| 6M | -29.7% | +27.6% | -57.3% | -32.7% |
| YTD | +4.7% | +32.4% | -27.7% | -0.8% |
| 1Y | -2.1% | +22.9% | -25.0% | -5.9% |
| All | +205.4% | +43.5% | +161.8% | +181.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling