+114.7%
EMR vs DOCN
+88.7%
+26.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.0% | -3.6% | +3.5% |
| 7D | +2.1% | -12.8% | +14.9% | +3.5% |
| 30D | +4.8% | -41.9% | +46.7% | +10.7% |
| 3M | +7.5% | -36.9% | +44.4% | +11.9% |
| 6M | +20.9% | -52.2% | +73.1% | +28.8% |
| YTD | +29.2% | +62.7% | -33.5% | +17.2% |
| 1Y | +33.0% | +58.2% | -25.3% | +20.9% |
| 3Y | +109.8% | +219.5% | -109.7% | +72.9% |
| 5Y | +91.9% | -32.9% | +124.8% | +62.7% |
| All | +114.7% | +88.7% | +26.0% | +89.7% |
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