+184.4%
EME vs DOC
+43.2%
+141.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.6% | -6.9% |
| 7D | -13.6% | +6.2% | -19.9% | -14.2% |
| 30D | -27.8% | +6.5% | -34.2% | -28.2% |
| 3M | -27.6% | -6.2% | -21.3% | -27.0% |
| 6M | -36.1% | +25.6% | -61.7% | -38.7% |
| YTD | -2.5% | +32.1% | -34.6% | -7.6% |
| 1Y | -11.7% | +20.3% | -32.0% | -14.8% |
| All | +184.4% | +43.2% | +141.2% | +161.8% |
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