+854.3%
EEM vs DAR
+3,159.5%
-2,305.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +2.3% | +1.4% | +1.0% | +1.9% |
| 30D | +4.5% | +12.8% | -8.3% | +0.6% |
| 3M | -0.1% | +7.4% | -7.4% | -2.7% |
| 6M | +16.9% | +22.3% | -5.3% | +9.1% |
| YTD | +26.2% | +81.1% | -54.9% | +4.8% |
| 1Y | +40.5% | +106.5% | -66.0% | +11.3% |
| 3Y | +86.2% | +5.3% | +80.9% | +71.6% |
| 5Y | +45.5% | -11.5% | +57.0% | +35.4% |
| 10Y | +128.6% | +353.3% | -224.7% | +15.6% |
| All | +854.3% | +3,159.5% | -2,305.2% | +189.8% |
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