-2.1%
EME vs DAR
+63.3%
-65.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.5% | -7.2% | -9.1% |
| 7D | -5.8% | -5.7% | -0.1% | -4.7% |
| 30D | -17.9% | -16.6% | -1.3% | -15.1% |
| 3M | -22.0% | -13.1% | -8.9% | -20.5% |
| 6M | -29.7% | -18.8% | -10.9% | -27.6% |
| YTD | +4.7% | +45.3% | -40.6% | -6.5% |
| 1Y | -2.1% | +60.6% | -62.7% | -14.7% |
| All | -2.1% | +63.3% | -65.4% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling