+126.7%
EMB vs DAR
+353.4%
-226.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -0.1% | -9.9% | +9.8% | +0.6% |
| 30D | +1.3% | -16.4% | +17.7% | +2.5% |
| 3M | -2.2% | -17.1% | +14.8% | -1.2% |
| 6M | -2.3% | -20.5% | +18.1% | -1.1% |
| YTD | -0.6% | +39.4% | -40.0% | -3.2% |
| 1Y | +0.5% | +57.2% | -56.8% | -3.0% |
| 3Y | +29.4% | +13.9% | +15.6% | +26.2% |
| 5Y | +6.5% | -40.8% | +47.3% | +7.7% |
| 10Y | +29.8% | +276.2% | -246.5% | +13.6% |
| All | +126.7% | +353.4% | -226.7% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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