+181.2%
DLR vs EME
+905.2%
-724.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +3.3% | +8.4% | -5.0% | +1.2% |
| 30D | +4.6% | -11.5% | +16.1% | +7.5% |
| 3M | -8.3% | -20.6% | +12.4% | -3.2% |
| 6M | -5.6% | -28.5% | +22.9% | +1.5% |
| YTD | +18.7% | +8.0% | +10.7% | +14.3% |
| 1Y | +17.1% | +6.8% | +10.3% | +13.0% |
| 3Y | +54.4% | +213.9% | -159.5% | +9.6% |
| 5Y | +36.5% | +414.8% | -378.3% | -14.3% |
| All | +181.2% | +905.2% | -724.0% | +51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling