+87.7%
EEM vs DG
+4.6%
+83.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.4% |
| 7D | +2.0% | -4.8% | +6.8% | +2.2% |
| 30D | +5.1% | +1.8% | +3.3% | +5.0% |
| 3M | +4.6% | +14.5% | -9.9% | +3.8% |
| 6M | +17.8% | -13.6% | +31.3% | +18.2% |
| YTD | +25.8% | -4.8% | +30.7% | +25.9% |
| 1Y | +36.4% | +21.6% | +14.8% | +35.4% |
| All | +87.7% | +4.6% | +83.0% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 3y: compounded portfolio wealth divided by compounded DG 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…
3y analysis · Full analysis span regression · 6 months rolling