+32.3%
DLR vs EMB
+6.6%
+25.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.6% | -0.1% | -3.5% | -3.4% |
| 30D | -3.5% | +1.3% | -4.8% | -5.1% |
| 3M | -8.9% | -2.2% | -6.7% | -6.0% |
| 6M | -11.6% | -2.3% | -9.2% | -8.5% |
| YTD | +14.9% | -0.6% | +15.5% | +16.3% |
| 1Y | +6.4% | +0.5% | +6.0% | +6.2% |
| 3Y | +47.3% | +29.4% | +17.8% | +7.1% |
| All | +32.3% | +6.6% | +25.7% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling