+89.6%
EMR vs DOCS
-49.9%
+139.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | +0.7% | -0.6% | +1.2% | +0.8% |
| 30D | +3.5% | +6.3% | -2.8% | +2.9% |
| 3M | +5.9% | +26.5% | -20.6% | +3.5% |
| 6M | +19.4% | +24.8% | -5.3% | +15.7% |
| YTD | +27.7% | -26.8% | +54.4% | +30.2% |
| 1Y | +30.9% | -38.3% | +69.2% | +35.9% |
| 3Y | +104.2% | +36.0% | +68.1% | +90.2% |
| 5Y | +89.6% | -55.0% | +144.6% | +85.4% |
| All | +89.6% | -49.9% | +139.5% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling