+25.3%
DG vs EME
+19.7%
+5.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.5% |
| 7D | +8.4% | +1.9% | +6.5% | +8.4% |
| 30D | +4.9% | -8.3% | +13.2% | +4.9% |
| 3M | +29.3% | -10.7% | +40.1% | +30.0% |
| 6M | -11.3% | +1.9% | -13.2% | -11.9% |
| YTD | +1.8% | +23.5% | -21.7% | -1.1% |
| 1Y | +25.3% | +18.0% | +7.4% | +22.5% |
| All | +25.3% | +19.7% | +5.7% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling