+176.5%
DLR vs EME
+1,362.1%
-1,185.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +0.7% |
| 7D | +0.1% | +3.5% | -3.4% | -0.8% |
| 30D | -4.3% | -6.3% | +2.0% | -2.9% |
| 3M | +3.8% | -3.8% | +7.6% | +4.0% |
| 6M | +5.8% | +8.5% | -2.7% | +2.6% |
| YTD | +23.5% | +27.8% | -4.3% | +14.6% |
| 1Y | +11.1% | +22.2% | -11.1% | +3.0% |
| 3Y | +57.9% | +253.5% | -195.6% | +10.2% |
| 5Y | +44.0% | +578.6% | -534.7% | -13.5% |
| All | +176.5% | +1,362.1% | -1,185.7% | +49.6% |
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