+556.0%
DG vs EME
+3,259.2%
-2,703.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.5% | -6.5% | -4.4% |
| 7D | -2.5% | +5.2% | -7.6% | -3.2% |
| 30D | +1.0% | -5.4% | +6.4% | +1.8% |
| 3M | +20.3% | -6.1% | +26.4% | +20.6% |
| 6M | -11.7% | +9.7% | -21.4% | -14.0% |
| YTD | -2.3% | +26.6% | -28.9% | -7.3% |
| 1Y | +20.0% | +24.6% | -4.6% | +13.4% |
| 3Y | +7.2% | +249.6% | -242.4% | -20.9% |
| 5Y | -37.9% | +556.6% | -594.5% | -60.9% |
| 10Y | +107.3% | +1,286.6% | -1,179.3% | +4.2% |
| All | +556.0% | +3,259.2% | -2,703.2% | +154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling