+131.7%
EMB vs DD
+202.9%
-71.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | 0.0% | -3.5% | +3.5% | +0.3% |
| 30D | -0.3% | -10.3% | +10.0% | +0.6% |
| 3M | -0.4% | -7.5% | +7.1% | +0.2% |
| 6M | +0.1% | -8.0% | +8.1% | +0.7% |
| YTD | +1.6% | +10.5% | -8.9% | +0.5% |
| 1Y | +5.6% | +38.3% | -32.7% | +2.3% |
| 3Y | +29.8% | +42.5% | -12.7% | +24.5% |
| 5Y | +7.3% | +60.2% | -52.9% | +1.2% |
| 10Y | +30.4% | +68.9% | -38.4% | +18.9% |
| All | +131.7% | +202.9% | -71.2% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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