+312.0%
EMR vs DOC
+14.9%
+297.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.3% | -4.5% |
| 7D | -4.8% | +6.2% | -11.0% | -6.9% |
| 30D | +0.7% | +6.5% | -5.7% | -1.7% |
| 3M | +0.4% | -6.2% | +6.7% | +2.5% |
| 6M | +18.4% | +25.6% | -7.2% | +7.5% |
| YTD | +23.9% | +32.1% | -8.2% | +10.1% |
| 1Y | +24.7% | +20.3% | +4.4% | +14.6% |
| 3Y | +86.4% | +42.7% | +43.7% | +57.8% |
| 5Y | +83.3% | -22.2% | +105.5% | +93.8% |
| All | +312.0% | +14.9% | +297.1% | +282.1% |
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 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