-34.6%
DOW vs EMR
+62.0%
-96.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.6% |
| 7D | -2.9% | +3.1% | -6.0% | -4.1% |
| 30D | +2.0% | -3.5% | +5.5% | +3.3% |
| 3M | -12.5% | +9.8% | -22.3% | -17.1% |
| 6M | -9.2% | +10.8% | -20.0% | -16.1% |
| YTD | +30.8% | +15.9% | +14.8% | +16.9% |
| 1Y | +29.4% | +16.4% | +13.0% | +14.8% |
| 3Y | -34.6% | +62.1% | -96.7% | -51.7% |
| All | -34.6% | +62.0% | -96.5% | -51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling