+1,344.7%
EME vs DAR
+366.1%
+978.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.9% |
| 7D | +3.5% | -0.1% | +3.6% | +3.5% |
| 30D | -6.3% | +2.6% | -9.0% | -7.4% |
| 3M | -3.8% | +14.2% | -18.0% | -8.3% |
| 6M | +8.5% | +17.2% | -8.7% | +2.1% |
| YTD | +27.8% | +80.9% | -53.1% | +4.2% |
| 1Y | +22.2% | +104.0% | -81.8% | -4.7% |
| 3Y | +253.5% | +3.6% | +249.8% | +231.7% |
| 5Y | +578.6% | -7.8% | +586.4% | +525.9% |
| All | +1,344.7% | +366.1% | +978.6% | +544.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling