+13.0%
DLR vs EME
-3.1%
+16.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.6% | +12.2% | +4.6% |
| 7D | +2.8% | -5.8% | +8.6% | +3.9% |
| 30D | +2.8% | -17.9% | +20.7% | +7.2% |
| 3M | -4.0% | -22.0% | +18.0% | +1.1% |
| 6M | -5.6% | -29.7% | +24.1% | +2.1% |
| YTD | +21.9% | +4.7% | +17.2% | +16.7% |
| 1Y | +13.0% | -2.1% | +15.1% | +9.9% |
| All | +13.0% | -3.1% | +16.1% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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