+88.9%
EMR vs DOCS
-21.0%
+109.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.9% | 0.0% |
| 7D | -1.6% | -0.8% | -0.8% | -1.5% |
| 30D | +2.0% | +17.4% | -15.4% | +0.7% |
| 3M | +3.8% | +57.4% | -53.5% | -0.4% |
| 6M | +10.5% | +26.5% | -16.0% | +7.4% |
| YTD | +23.7% | -26.6% | +50.3% | +25.7% |
| 1Y | +25.4% | -48.1% | +73.5% | +31.2% |
| 3Y | +86.6% | +52.6% | +33.9% | +74.8% |
| 5Y | +83.0% | -52.1% | +135.1% | +78.5% |
| All | +88.9% | -21.0% | +109.9% | +83.7% |
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