+128.1%
EMB vs DRI
+1,365.2%
-1,237.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | +0.8% | +3.1% | -2.3% | +0.6% |
| 30D | +1.5% | +16.2% | -14.7% | +0.2% |
| 3M | -1.9% | +8.4% | -10.3% | -2.7% |
| 6M | -1.6% | +19.0% | -20.6% | -3.3% |
| YTD | 0.0% | +28.8% | -28.8% | -2.5% |
| 1Y | +1.1% | +33.1% | -32.1% | -1.8% |
| 3Y | +30.9% | +70.8% | -39.9% | +23.8% |
| 5Y | +7.1% | +74.2% | -67.2% | +0.5% |
| 10Y | +31.1% | +345.5% | -314.4% | +10.1% |
| All | +128.1% | +1,365.2% | -1,237.1% | +69.7% |
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