+86.9%
EMR vs DOC
+43.2%
+43.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.3% | -4.5% |
| 7D | -4.8% | +6.2% | -11.0% | -6.5% |
| 30D | +0.7% | +6.5% | -5.7% | -1.2% |
| 3M | +0.4% | -6.2% | +6.7% | +2.3% |
| 6M | +18.4% | +25.6% | -7.2% | +8.8% |
| YTD | +23.9% | +32.1% | -8.2% | +11.6% |
| 1Y | +24.7% | +20.3% | +4.4% | +15.7% |
| All | +86.9% | +43.2% | +43.7% | +64.9% |
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