+29.4%
EMB vs DRI
+66.4%
-37.0%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -0.1% | +2.8% | -2.9% | -0.3% |
| 30D | +1.3% | +13.3% | -12.0% | +0.5% |
| 3M | -2.2% | +8.2% | -10.4% | -2.8% |
| 6M | -2.3% | +17.5% | -19.9% | -3.5% |
| YTD | -0.6% | +26.9% | -27.5% | -2.4% |
| 1Y | +0.5% | +31.6% | -31.1% | -1.6% |
| 3Y | +29.4% | +67.0% | -37.5% | +22.9% |
| All | +29.4% | +66.4% | -37.0% | +22.9% |
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