+32.5%
EEM vs DLR
+14.5%
+18.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.6% |
| 7D | -0.7% | -1.3% | +0.6% | -0.3% |
| 30D | +2.4% | -2.9% | +5.3% | +3.2% |
| 3M | +4.2% | +3.2% | +0.9% | +2.6% |
| 6M | +14.8% | +3.9% | +10.9% | +12.9% |
| YTD | +23.1% | +21.4% | +1.7% | +16.6% |
| 1Y | +32.5% | +9.7% | +22.9% | +29.1% |
| All | +32.5% | +14.5% | +18.1% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling