-2.1%
EME vs DGX
+45.0%
-47.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.5% | -13.1% | -9.0% |
| 7D | -5.8% | +4.1% | -9.9% | -5.1% |
| 30D | -17.9% | +10.5% | -28.4% | -16.7% |
| 3M | -22.0% | +9.8% | -31.8% | -20.9% |
| 6M | -29.7% | +34.6% | -64.3% | -28.0% |
| YTD | +4.7% | +49.8% | -45.1% | +8.3% |
| 1Y | -2.1% | +46.0% | -48.2% | +1.3% |
| All | -2.1% | +45.0% | -47.1% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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