+1,115.2%
DIA vs EME
+16,675.8%
-15,560.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.7% | -1.8% |
| 7D | +0.1% | +5.2% | -5.1% | -1.4% |
| 30D | -2.1% | -5.4% | +3.3% | -0.7% |
| 3M | +4.2% | -6.1% | +10.3% | +4.8% |
| 6M | +11.9% | +9.7% | +2.2% | +7.3% |
| YTD | +10.8% | +26.6% | -15.8% | +1.6% |
| 1Y | +17.5% | +24.6% | -7.1% | +7.0% |
| 3Y | +59.9% | +249.6% | -189.6% | +3.5% |
| 5Y | +64.1% | +556.6% | -492.4% | -13.3% |
| 10Y | +246.2% | +1,286.6% | -1,040.4% | +41.6% |
| All | +1,115.2% | +16,675.8% | -15,560.6% | +166.1% |
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