+132.3%
EEM vs DAR
+364.6%
-232.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +2.0% | -0.2% | +2.1% | +2.0% |
| 30D | +5.1% | +7.4% | -2.4% | +3.2% |
| 3M | +4.6% | +15.7% | -11.1% | +0.7% |
| 6M | +17.8% | +30.0% | -12.3% | +9.9% |
| YTD | +25.8% | +87.5% | -61.7% | +7.6% |
| 1Y | +36.4% | +113.4% | -77.0% | +12.4% |
| 3Y | +90.0% | +15.3% | +74.7% | +76.1% |
| 5Y | +46.6% | -4.3% | +50.9% | +37.6% |
| 10Y | +132.3% | +380.2% | -247.9% | +23.6% |
| All | +132.3% | +364.6% | -232.4% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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