+115.9%
EMR vs DOCN
+102.5%
+13.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.2% | +9.6% | +3.2% |
| 7D | +1.6% | -20.0% | +21.7% | +4.0% |
| 30D | +5.0% | -38.8% | +43.8% | +10.3% |
| 3M | +7.7% | -34.8% | +42.5% | +11.7% |
| 6M | +26.8% | -22.8% | +49.5% | +27.2% |
| YTD | +29.9% | +74.6% | -44.7% | +17.0% |
| 1Y | +25.7% | +116.4% | -90.8% | +10.0% |
| 3Y | +95.4% | +239.3% | -144.0% | +59.9% |
| 5Y | +93.7% | -20.2% | +113.9% | +63.2% |
| All | +115.9% | +102.5% | +13.4% | +89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling