+60.0%
DLR vs EMB
+30.2%
+29.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.8% |
| 7D | +3.4% | +0.3% | +3.1% | +2.9% |
| 30D | -2.2% | -0.5% | -1.7% | -1.4% |
| 3M | +4.7% | +0.3% | +4.4% | +4.2% |
| 6M | +9.0% | +1.2% | +7.8% | +7.2% |
| YTD | +24.1% | +1.5% | +22.7% | +21.6% |
| 1Y | +20.9% | +4.8% | +16.1% | +12.7% |
| 3Y | +60.0% | +30.4% | +29.7% | +5.4% |
| All | +60.0% | +30.2% | +29.9% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 3y: compounded portfolio wealth divided by compounded EMB 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…
3y analysis · Full analysis span regression · 6 months rolling