+191.7%
EMR vs DOCU
+107.7%
+84.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -4.4% |
| 7D | -4.8% | -3.2% | -1.5% | -4.4% |
| 30D | +0.7% | +15.7% | -14.9% | -0.9% |
| 3M | +0.4% | +37.3% | -36.9% | -3.2% |
| 6M | +18.4% | +63.1% | -44.7% | +11.5% |
| YTD | +23.9% | +15.4% | +8.5% | +20.7% |
| 1Y | +24.7% | +11.3% | +13.4% | +21.9% |
| 3Y | +86.4% | +92.1% | -5.7% | +69.2% |
| 5Y | +83.3% | -70.5% | +153.8% | +86.1% |
| All | +191.7% | +107.7% | +84.0% | +108.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling