+3,595.6%
DLR vs EME
+8,227.5%
-4,631.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.4% |
| 7D | +1.6% | +1.9% | -0.3% | +0.8% |
| 30D | -3.4% | -8.3% | +4.9% | -0.2% |
| 3M | +0.5% | -10.7% | +11.3% | +3.5% |
| 6M | +4.6% | +1.9% | +2.7% | +1.7% |
| YTD | +23.4% | +23.5% | -0.1% | +10.6% |
| 1Y | +19.0% | +18.0% | +1.1% | +6.7% |
| 3Y | +56.5% | +236.1% | -179.6% | -12.2% |
| 5Y | +33.3% | +527.9% | -494.6% | -43.2% |
| 10Y | +165.1% | +1,252.8% | -1,087.6% | -29.4% |
| All | +3,595.6% | +8,227.5% | -4,631.8% | +327.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling