+591.6%
DG vs EME
+2,766.3%
-2,174.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +0.3% | +8.4% | -8.1% | -0.9% |
| 30D | +3.2% | -11.5% | +14.7% | +4.7% |
| 3M | +10.4% | -20.6% | +31.1% | +13.6% |
| 6M | +33.2% | -28.5% | +61.7% | +38.5% |
| YTD | +3.0% | +8.0% | -5.0% | -0.5% |
| 1Y | +31.2% | +6.8% | +24.5% | +27.0% |
| 3Y | +21.8% | +213.9% | -192.1% | -9.4% |
| 5Y | -35.0% | +414.8% | -449.8% | -57.4% |
| 10Y | +106.0% | +916.9% | -810.9% | +9.8% |
| All | +591.6% | +2,766.3% | -2,174.7% | +173.6% |
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 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