+854.3%
EEM vs DD
+419.6%
+434.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.7% |
| 7D | +2.3% | -3.5% | +5.8% | +4.1% |
| 30D | +4.5% | -10.3% | +14.8% | +10.1% |
| 3M | -0.1% | -7.5% | +7.5% | +3.7% |
| 6M | +16.9% | -8.0% | +25.0% | +21.2% |
| YTD | +26.2% | +10.5% | +15.8% | +19.1% |
| 1Y | +40.5% | +38.3% | +2.2% | +18.0% |
| 3Y | +86.2% | +42.5% | +43.7% | +48.2% |
| 5Y | +45.5% | +60.2% | -14.7% | +5.6% |
| 10Y | +128.6% | +68.9% | +59.8% | +44.2% |
| All | +854.3% | +419.6% | +434.6% | +226.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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