+440.4%
EEM vs DLR
+3,595.7%
-3,155.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +2.3% | +1.6% | +0.7% | +1.7% |
| 30D | +4.5% | -3.4% | +7.9% | +5.9% |
| 3M | -0.1% | +0.5% | -0.6% | -1.0% |
| 6M | +16.9% | +4.6% | +12.4% | +14.0% |
| YTD | +26.2% | +23.4% | +2.8% | +14.7% |
| 1Y | +40.5% | +19.0% | +21.5% | +29.1% |
| 3Y | +86.2% | +56.5% | +29.7% | +48.2% |
| 5Y | +45.5% | +33.3% | +12.1% | +19.4% |
| 10Y | +128.6% | +165.1% | -36.5% | +26.4% |
| All | +440.4% | +3,595.7% | -3,155.2% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling