+126.7%
EMB vs DRI
+1,358.1%
-1,231.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +0.5% | +4.2% | -3.7% | +0.1% |
| 30D | +0.9% | +15.7% | -14.8% | -0.4% |
| 3M | -2.1% | +5.8% | -7.9% | -2.7% |
| 6M | -2.2% | +18.4% | -20.6% | -3.8% |
| YTD | -0.6% | +28.2% | -28.8% | -3.0% |
| 1Y | +0.2% | +35.9% | -35.7% | -2.8% |
| 3Y | +29.5% | +67.7% | -38.2% | +22.7% |
| 5Y | +8.0% | +77.9% | -69.9% | +1.2% |
| 10Y | +35.3% | +338.7% | -303.3% | +13.8% |
| All | +126.7% | +1,358.1% | -1,231.4% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling