+29.2%
DOW vs EMR
+19.4%
+9.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.8% | -3.1% |
| 7D | -2.4% | -1.5% | -0.9% | -2.4% |
| 30D | +0.4% | -5.6% | +6.0% | +0.5% |
| 3M | -14.4% | +7.9% | -22.3% | -14.8% |
| 6M | -7.0% | +6.0% | -13.0% | -5.4% |
| YTD | +30.2% | +16.4% | +13.8% | +23.8% |
| 1Y | +29.2% | +16.6% | +12.6% | +19.9% |
| All | +29.2% | +19.4% | +9.8% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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