+4,374.6%
EMR vs DOC
+2,934.4%
+1,440.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +1.4% |
| 7D | +1.6% | +8.7% | -7.1% | -1.3% |
| 30D | +5.0% | +7.6% | -2.6% | +2.2% |
| 3M | +7.7% | -5.3% | +12.9% | +9.3% |
| 6M | +26.8% | +27.6% | -0.8% | +15.4% |
| YTD | +29.9% | +32.4% | -2.5% | +16.5% |
| 1Y | +25.7% | +22.9% | +2.8% | +15.5% |
| 3Y | +95.4% | +43.1% | +52.3% | +67.9% |
| 5Y | +93.7% | -21.4% | +115.0% | +102.4% |
| 10Y | +340.4% | +16.8% | +323.6% | +282.8% |
| All | +4,374.6% | +2,934.4% | +1,440.2% | +1,504.6% |
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