+379.2%
EEM vs DLR
+3,455.1%
-3,075.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.4% |
| 7D | +2.7% | +3.3% | -0.6% | +1.3% |
| 30D | -5.4% | +4.6% | -10.0% | -7.2% |
| 3M | -8.6% | -8.3% | -0.4% | -5.5% |
| 6M | -8.9% | -5.6% | -3.3% | -7.5% |
| YTD | +11.9% | +18.7% | -6.8% | +3.3% |
| 1Y | +13.1% | +17.1% | -4.0% | +4.8% |
| 3Y | +70.7% | +54.4% | +16.3% | +36.8% |
| 5Y | +31.8% | +36.5% | -4.7% | +7.1% |
| 10Y | +119.5% | +187.7% | -68.2% | +16.4% |
| All | +379.2% | +3,455.1% | -3,075.8% | -13.6% |
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