-35.5%
DOW vs EMR
+62.6%
-98.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.7% |
| 7D | -2.9% | +3.1% | -6.0% | -4.4% |
| 30D | +2.0% | -3.5% | +5.5% | +3.5% |
| 3M | -12.5% | +9.8% | -22.3% | -17.8% |
| 6M | -9.2% | +10.8% | -20.0% | -17.2% |
| YTD | +30.8% | +15.9% | +14.8% | +15.5% |
| 1Y | +29.4% | +16.4% | +13.0% | +13.5% |
| 3Y | -34.6% | +62.1% | -96.7% | -54.1% |
| All | -35.5% | +62.6% | -98.1% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling