+98.2%
DG vs EME
+1,362.1%
-1,264.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | +0.8% |
| 7D | -6.5% | +3.5% | -10.0% | -6.8% |
| 30D | +4.2% | -6.3% | +10.5% | +4.8% |
| 3M | +9.5% | -3.8% | +13.3% | +9.5% |
| 6M | -13.1% | +8.5% | -21.6% | -14.7% |
| YTD | -4.8% | +27.8% | -32.6% | -8.6% |
| 1Y | +20.6% | +22.2% | -1.6% | +16.0% |
| 3Y | +4.9% | +253.5% | -248.5% | -18.7% |
| 5Y | -37.9% | +578.6% | -616.5% | -58.6% |
| All | +98.2% | +1,362.1% | -1,264.0% | +12.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling