+0.1%
DOW vs EMR
+189.0%
-188.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | +5.2% | +2.8% | +2.4% | +3.1% |
| 30D | +13.2% | +3.7% | +9.5% | +9.9% |
| 3M | +10.1% | +2.0% | +8.1% | +7.3% |
| 6M | -13.1% | +22.1% | -35.2% | -26.6% |
| YTD | +46.1% | +27.2% | +18.9% | +15.5% |
| 1Y | +50.0% | +32.0% | +18.0% | +15.2% |
| 3Y | -20.2% | +103.3% | -123.5% | -57.6% |
| 5Y | -27.7% | +88.2% | -115.9% | -60.2% |
| All | +0.1% | +189.0% | -188.9% | -60.2% |
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