-10.8%
DOW vs EMR
+164.5%
-175.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.8% | -4.2% |
| 7D | -2.4% | -1.5% | -0.9% | -1.5% |
| 30D | +0.4% | -5.6% | +6.0% | +3.9% |
| 3M | -14.4% | +7.9% | -22.3% | -20.4% |
| 6M | -7.0% | +6.0% | -13.0% | -15.1% |
| YTD | +30.2% | +16.4% | +13.8% | +10.2% |
| 1Y | +29.2% | +16.6% | +12.6% | +8.7% |
| 3Y | -36.7% | +62.9% | -99.6% | -60.1% |
| 5Y | -37.7% | +60.1% | -97.8% | -61.0% |
| All | -10.8% | +164.5% | -175.3% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling