+3,912.1%
EMR vs DOC
+2,974.4%
+937.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.4% |
| 7D | -1.5% | -1.5% | 0.0% | -1.0% |
| 30D | -5.6% | -4.8% | -0.9% | -4.1% |
| 3M | +7.9% | +6.9% | +1.1% | +5.2% |
| 6M | +6.0% | +20.7% | -14.7% | -1.5% |
| YTD | +16.4% | +34.1% | -17.7% | +4.2% |
| 1Y | +16.6% | +22.6% | -6.0% | +7.3% |
| 3Y | +62.9% | +20.8% | +42.0% | +48.4% |
| 5Y | +60.1% | -24.9% | +85.0% | +70.3% |
| 10Y | +268.7% | -1.8% | +270.6% | +240.1% |
| All | +3,912.1% | +2,974.4% | +937.7% | +1,335.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling