+190.6%
EME vs DOC
+44.2%
+146.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | -10.5% | +6.5% | -16.9% | -11.0% |
| 30D | -22.4% | +9.2% | -31.6% | -23.1% |
| 3M | -24.7% | -2.5% | -22.2% | -24.5% |
| 6M | -35.5% | +7.1% | -42.5% | -36.4% |
| YTD | -0.3% | +33.0% | -33.3% | -5.6% |
| 1Y | -6.7% | +23.3% | -30.0% | -10.4% |
| 3Y | +190.6% | +44.9% | +145.7% | +167.5% |
| All | +190.6% | +44.2% | +146.5% | +167.5% |
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