+746.2%
EEM vs DRI
+2,490.9%
-1,744.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | +2.7% | +1.1% | +1.6% | +2.3% |
| 30D | -5.4% | +9.7% | -15.1% | -8.3% |
| 3M | -8.6% | +3.2% | -11.8% | -10.0% |
| 6M | -8.9% | +20.6% | -29.5% | -15.1% |
| YTD | +11.9% | +28.3% | -16.3% | +1.6% |
| 1Y | +13.1% | +34.5% | -21.5% | +0.9% |
| 3Y | +70.7% | +66.5% | +4.1% | +38.3% |
| 5Y | +31.8% | +79.6% | -47.9% | +2.2% |
| 10Y | +119.5% | +333.8% | -214.2% | +5.7% |
| All | +746.2% | +2,490.9% | -1,744.7% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling