+138.8%
EEM vs DG
+606.1%
-467.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.6% |
| 7D | +2.3% | +8.4% | -6.1% | +1.0% |
| 30D | +4.5% | +4.9% | -0.4% | +3.7% |
| 3M | -0.1% | +29.3% | -29.4% | -4.5% |
| 6M | +16.9% | -11.3% | +28.2% | +18.6% |
| YTD | +26.2% | +1.8% | +24.5% | +25.1% |
| 1Y | +40.5% | +25.3% | +15.2% | +33.9% |
| 3Y | +86.2% | +9.1% | +77.1% | +76.1% |
| 5Y | +45.5% | -34.9% | +80.3% | +50.4% |
| 10Y | +128.6% | +108.2% | +20.5% | +77.8% |
| All | +138.8% | +606.1% | -467.3% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling