+104.8%
EMB vs DG
+606.1%
-501.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | 0.0% | +8.4% | -8.4% | -0.3% |
| 30D | -0.3% | +4.9% | -5.2% | -0.5% |
| 3M | -0.4% | +29.3% | -29.8% | -1.5% |
| 6M | +0.1% | -11.3% | +11.4% | +0.4% |
| YTD | +1.6% | +1.8% | -0.2% | +1.4% |
| 1Y | +5.6% | +25.3% | -19.7% | +4.4% |
| 3Y | +29.8% | +9.1% | +20.7% | +28.2% |
| 5Y | +7.3% | -34.9% | +42.2% | +8.2% |
| 10Y | +30.4% | +108.2% | -77.7% | +27.0% |
| All | +104.8% | +606.1% | -501.3% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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