+62.7%
EMR vs DOCN
+54.1%
+8.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +1.4% |
| 7D | -1.5% | +1.1% | -2.7% | -1.7% |
| 30D | -5.6% | -9.6% | +4.0% | -4.7% |
| 3M | +7.9% | -37.7% | +45.6% | +13.3% |
| 6M | +6.0% | +115.2% | -109.2% | -6.7% |
| YTD | +16.4% | +133.7% | -117.3% | +0.9% |
| 1Y | +16.6% | +250.2% | -233.5% | -4.9% |
| 3Y | +62.9% | +320.3% | -257.4% | +27.0% |
| All | +62.7% | +54.1% | +8.6% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling