+91.0%
EEM vs DRI
+56.7%
+34.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.4% |
| 7D | +3.1% | -1.2% | +4.3% | +3.2% |
| 30D | +4.9% | -0.4% | +5.3% | +4.9% |
| 3M | +5.2% | +9.5% | -4.3% | +3.8% |
| 6M | +20.7% | +6.5% | +14.2% | +19.4% |
| YTD | +26.5% | +18.4% | +8.0% | +22.9% |
| 1Y | +37.8% | +4.2% | +33.6% | +36.5% |
| 3Y | +91.0% | +57.1% | +33.9% | +73.3% |
| All | +91.0% | +56.7% | +34.3% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling