+421.0%
EME vs DAR
-31.4%
+452.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.1% | -1.8% | +2.3% |
| 7D | +4.3% | +3.6% | +0.7% | +3.6% |
| 30D | -14.4% | -11.3% | -3.1% | -12.3% |
| 3M | -18.3% | -13.1% | -5.2% | -16.3% |
| 6M | -28.3% | -15.1% | -13.2% | -26.4% |
| YTD | +9.2% | +50.5% | -41.3% | -0.1% |
| 1Y | +4.3% | +57.9% | -53.6% | -5.6% |
| 3Y | +218.6% | +28.9% | +189.7% | +188.7% |
| 5Y | +421.0% | -31.4% | +452.5% | +452.9% |
| All | +421.0% | -31.4% | +452.4% | +452.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling