+877.5%
EME vs DAR
+311.7%
+565.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.9% |
| 7D | +8.4% | +11.6% | -3.2% | +4.7% |
| 30D | -11.5% | -10.2% | -1.2% | -8.3% |
| 3M | -20.6% | -14.8% | -5.8% | -16.9% |
| 6M | -28.5% | -10.1% | -18.4% | -26.7% |
| YTD | +8.0% | +55.5% | -47.5% | -7.8% |
| 1Y | +6.8% | +61.7% | -54.9% | -10.1% |
| 3Y | +213.9% | +37.2% | +176.7% | +161.2% |
| 5Y | +414.8% | -26.9% | +441.7% | +417.4% |
| All | +877.5% | +311.7% | +565.8% | +345.3% |
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