+924.5%
DLR vs EMB
+132.1%
+792.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | -3.4% | -0.3% | -3.1% | -3.1% |
| 3M | +0.5% | -0.4% | +0.9% | +0.9% |
| 6M | +4.6% | +0.1% | +4.4% | +4.6% |
| YTD | +23.4% | +1.6% | +21.8% | +22.2% |
| 1Y | +19.0% | +5.6% | +13.4% | +14.7% |
| 3Y | +56.5% | +29.8% | +26.7% | +31.1% |
| 5Y | +33.3% | +7.3% | +26.1% | +25.0% |
| 10Y | +165.1% | +30.4% | +134.7% | +125.1% |
| All | +924.5% | +132.1% | +792.4% | +445.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling