+46.6%
EEM vs DLR
+40.9%
+5.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +2.0% | +2.9% | -0.9% | +1.3% |
| 30D | +5.1% | -1.2% | +6.2% | +5.3% |
| 3M | +4.6% | +2.9% | +1.7% | +3.5% |
| 6M | +17.8% | +6.7% | +11.1% | +15.6% |
| YTD | +25.8% | +23.9% | +2.0% | +19.1% |
| 1Y | +36.4% | +18.6% | +17.8% | +30.2% |
| 3Y | +90.0% | +59.7% | +30.3% | +66.7% |
| 5Y | +46.6% | +42.1% | +4.5% | +26.9% |
| All | +46.6% | +40.9% | +5.6% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling