+30.6%
EMB vs DRI
+60.6%
-30.0%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.1% |
| 7D | 0.0% | +0.6% | -0.6% | 0.0% |
| 30D | -0.3% | +3.8% | -4.1% | -0.6% |
| 3M | -0.4% | +13.0% | -13.4% | -1.3% |
| 6M | +0.1% | +8.3% | -8.2% | -0.6% |
| YTD | +1.6% | +20.6% | -19.0% | 0.0% |
| 1Y | +5.6% | +6.5% | -0.8% | +4.9% |
| All | +30.6% | +60.6% | -30.0% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling