+1,103.7%
DIA vs EMR
+1,060.3%
+43.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +0.9% | +0.7% | +0.2% | +0.6% |
| 30D | +1.1% | +3.5% | -2.4% | -0.6% |
| 3M | -2.9% | +5.9% | -8.8% | -5.7% |
| 6M | +5.9% | +19.4% | -13.6% | -3.2% |
| YTD | +9.8% | +27.7% | -17.9% | -3.7% |
| 1Y | +11.7% | +30.9% | -19.2% | -3.2% |
| 3Y | +59.5% | +104.2% | -44.6% | +9.4% |
| 5Y | +57.5% | +89.6% | -32.1% | +10.0% |
| 10Y | +235.9% | +280.0% | -44.1% | +61.0% |
| All | +1,103.7% | +1,060.3% | +43.4% | +205.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling