+23,517.5%
EME vs DGX
+8,631.6%
+14,885.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | +0.9% | -3.5% | +4.4% | +1.9% |
| 30D | -8.4% | -2.7% | -5.7% | -7.8% |
| 3M | -3.6% | +13.9% | -17.5% | -7.4% |
| 6M | +3.6% | +16.0% | -12.5% | -1.2% |
| YTD | +22.5% | +34.9% | -12.4% | +11.7% |
| 1Y | +18.2% | +30.6% | -12.4% | +8.5% |
| 3Y | +238.4% | +93.0% | +145.4% | +173.0% |
| 5Y | +550.5% | +64.4% | +486.1% | +443.9% |
| 10Y | +1,295.3% | +248.1% | +1,047.2% | +828.3% |
| All | +23,517.5% | +8,631.6% | +14,885.9% | +11,198.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling