-10.2%
DOW vs EMR
+156.8%
-167.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.7% |
| 7D | -2.4% | -1.2% | -1.1% | -1.6% |
| 30D | -4.1% | -9.4% | +5.4% | +2.2% |
| 3M | -12.4% | +8.6% | -21.0% | -18.8% |
| 6M | -10.6% | +6.7% | -17.3% | -19.0% |
| YTD | +31.1% | +13.1% | +18.0% | +13.1% |
| 1Y | +30.5% | +12.7% | +17.8% | +12.4% |
| 3Y | -34.4% | +58.1% | -92.5% | -57.8% |
| 5Y | -35.5% | +63.6% | -99.1% | -60.6% |
| All | -10.2% | +156.8% | -167.0% | -61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling