+191.2%
EMR vs DOCU
+104.2%
+87.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | 0.0% |
| 7D | -1.6% | -5.5% | +4.0% | -1.0% |
| 30D | +2.0% | +12.6% | -10.7% | +0.6% |
| 3M | +3.8% | +36.4% | -32.6% | +0.1% |
| 6M | +10.5% | +66.8% | -56.3% | +3.8% |
| YTD | +23.7% | +13.5% | +10.2% | +20.7% |
| 1Y | +25.4% | +11.3% | +14.1% | +22.5% |
| 3Y | +86.6% | +92.1% | -5.5% | +69.3% |
| 5Y | +83.0% | -71.0% | +154.0% | +86.1% |
| All | +191.2% | +104.2% | +87.0% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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