+749.3%
EEM vs DAR
+2,668.0%
-1,918.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.6% | -2.1% |
| 7D | +5.3% | +9.2% | -3.9% | +2.6% |
| 30D | -7.0% | -12.3% | +5.3% | -3.5% |
| 3M | -8.0% | -12.7% | +4.7% | -4.9% |
| 6M | -6.6% | -12.8% | +6.1% | -3.9% |
| YTD | +12.3% | +53.8% | -41.4% | -2.6% |
| 1Y | +12.2% | +60.3% | -48.1% | -4.1% |
| 3Y | +71.2% | +31.7% | +39.5% | +47.0% |
| 5Y | +32.2% | -27.7% | +60.0% | +30.6% |
| 10Y | +120.3% | +309.8% | -189.4% | +14.1% |
| All | +749.3% | +2,668.0% | -1,918.7% | +169.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling