+54.4%
DLR vs EME
+216.1%
-161.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +3.3% | +8.4% | -5.0% | +1.1% |
| 30D | +4.6% | -11.5% | +16.1% | +7.6% |
| 3M | -8.3% | -20.6% | +12.4% | -3.0% |
| 6M | -5.6% | -28.5% | +22.9% | +2.1% |
| YTD | +18.7% | +8.0% | +10.7% | +13.6% |
| 1Y | +17.1% | +6.8% | +10.3% | +12.3% |
| 3Y | +54.4% | +213.9% | -159.5% | -0.6% |
| All | +54.4% | +216.1% | -161.7% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling