+97.2%
EMR vs DOCS
-20.2%
+117.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +4.3% |
| 7D | +2.1% | 0.0% | +2.1% | +2.2% |
| 30D | +4.8% | +7.8% | -3.0% | +4.1% |
| 3M | +7.5% | +20.0% | -12.5% | +5.7% |
| 6M | +20.9% | +26.5% | -5.7% | +17.5% |
| YTD | +29.2% | -25.8% | +54.9% | +31.1% |
| 1Y | +33.0% | -39.5% | +72.4% | +37.3% |
| 3Y | +109.8% | +60.3% | +49.4% | +95.7% |
| 5Y | +91.9% | -57.0% | +149.0% | +87.5% |
| All | +97.2% | -20.2% | +117.4% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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