+205.7%
EMR vs DOCU
+111.8%
+93.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.3% | +2.4% |
| 7D | +1.6% | -3.7% | +5.3% | +2.0% |
| 30D | +5.0% | +15.0% | -10.0% | +3.4% |
| 3M | +7.7% | +39.9% | -32.2% | +3.6% |
| 6M | +26.8% | +66.2% | -39.4% | +19.1% |
| YTD | +29.9% | +17.7% | +12.2% | +26.2% |
| 1Y | +25.7% | +13.7% | +12.0% | +22.6% |
| 3Y | +95.4% | +95.9% | -0.5% | +76.9% |
| 5Y | +93.7% | -71.7% | +165.3% | +97.2% |
| All | +205.7% | +111.8% | +93.9% | +117.8% |
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