+77.8%
EMR vs DOCS
-36.0%
+113.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +2.0% |
| 7D | -1.5% | -1.4% | -0.1% | -1.4% |
| 30D | -5.6% | +21.8% | -27.4% | -7.5% |
| 3M | +7.9% | +27.3% | -19.4% | +5.3% |
| 6M | +6.0% | -0.3% | +6.4% | +5.0% |
| YTD | +16.4% | -40.5% | +56.9% | +20.4% |
| 1Y | +16.6% | -61.5% | +78.2% | +25.2% |
| 3Y | +62.9% | +8.2% | +54.7% | +57.0% |
| 5Y | +60.1% | -73.4% | +133.5% | +59.9% |
| All | +77.8% | -36.0% | +113.8% | +76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling