+69.6%
EEM vs DRI
+69.5%
+0.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.9% | +4.2% | -5.1% | -1.3% |
| 30D | -9.3% | +15.7% | -25.0% | -10.8% |
| 3M | -7.1% | +5.8% | -12.8% | -7.7% |
| 6M | -10.4% | +18.4% | -28.8% | -12.4% |
| YTD | +11.3% | +28.2% | -16.9% | +7.3% |
| 1Y | +11.3% | +35.9% | -24.7% | +6.2% |
| 3Y | +69.6% | +67.7% | +1.9% | +54.6% |
| All | +69.6% | +69.5% | +0.2% | +54.6% |
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