+62,321.4%
EME vs DD
+756.8%
+61,564.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | +5.2% | -0.6% | +5.8% | +5.4% |
| 30D | -5.4% | -7.4% | +2.1% | -2.0% |
| 3M | -6.1% | -6.4% | +0.3% | -3.3% |
| 6M | +9.7% | -2.5% | +12.1% | +10.6% |
| YTD | +26.6% | +10.2% | +16.3% | +20.5% |
| 1Y | +24.6% | +36.9% | -12.3% | +7.2% |
| 3Y | +249.6% | +47.0% | +202.6% | +183.6% |
| 5Y | +556.6% | +63.1% | +493.4% | +398.6% |
| 10Y | +1,286.6% | +68.2% | +1,218.4% | +881.3% |
| All | +62,321.4% | +756.8% | +61,564.6% | +24,343.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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