+106.0%
EMR vs DOCN
+70.4%
+35.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -15.9% | +11.3% | -2.8% |
| 7D | -4.8% | -29.3% | +24.5% | -1.2% |
| 30D | +0.7% | -46.0% | +46.8% | +7.3% |
| 3M | +0.4% | -43.2% | +43.6% | +5.8% |
| 6M | +18.4% | -53.7% | +72.1% | +26.5% |
| YTD | +23.9% | +46.9% | -23.0% | +13.7% |
| 1Y | +24.7% | +54.3% | -29.6% | +13.6% |
| 3Y | +86.4% | +185.5% | -99.1% | +55.4% |
| 5Y | +83.3% | -31.1% | +114.4% | +57.3% |
| All | +106.0% | +70.4% | +35.6% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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