+4.9%
DG vs EME
+240.3%
-235.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.1% | -2.7% |
| 7D | -4.8% | +2.7% | -7.6% | -4.7% |
| 30D | +1.8% | -6.8% | +8.6% | +1.4% |
| 3M | +14.5% | -8.8% | +23.3% | +14.2% |
| 6M | -13.6% | +5.0% | -18.5% | -13.2% |
| YTD | -4.8% | +23.5% | -28.3% | -3.6% |
| 1Y | +21.6% | +21.3% | +0.3% | +23.6% |
| All | +4.9% | +240.3% | -235.4% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling