+18.6%
DIA vs EMR
+19.4%
-0.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -1.0% |
| 7D | -0.2% | -1.5% | +1.3% | +0.2% |
| 30D | -1.5% | -5.6% | +4.1% | -0.1% |
| 3M | +3.8% | +7.9% | -4.2% | +1.4% |
| 6M | +10.3% | +6.0% | +4.2% | +7.6% |
| YTD | +12.1% | +16.4% | -4.4% | +6.2% |
| 1Y | +18.6% | +16.6% | +2.0% | +11.7% |
| All | +18.6% | +19.4% | -0.8% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling