+854.3%
EEM vs DRI
+2,336.7%
-1,482.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +2.0% |
| 7D | +2.3% | +0.6% | +1.7% | +2.1% |
| 30D | +4.5% | +3.8% | +0.7% | +3.1% |
| 3M | -0.1% | +13.0% | -13.1% | -4.5% |
| 6M | +16.9% | +8.3% | +8.6% | +13.0% |
| YTD | +26.2% | +20.6% | +5.6% | +17.3% |
| 1Y | +40.5% | +6.5% | +34.1% | +35.6% |
| 3Y | +86.2% | +53.7% | +32.5% | +55.3% |
| 5Y | +45.5% | +72.7% | -27.2% | +14.2% |
| 10Y | +128.6% | +363.2% | -234.5% | +6.6% |
| All | +854.3% | +2,336.7% | -1,482.4% | +113.4% |
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