+1,344.7%
EME vs DRI
+353.8%
+990.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.9% |
| 7D | +3.5% | -3.2% | +6.7% | +4.8% |
| 30D | -6.3% | -7.8% | +1.5% | -3.6% |
| 3M | -3.8% | +0.4% | -4.1% | -4.5% |
| 6M | +8.5% | +4.8% | +3.7% | +5.5% |
| YTD | +27.8% | +16.7% | +11.1% | +18.8% |
| 1Y | +22.2% | +1.5% | +20.7% | +19.4% |
| 3Y | +253.5% | +56.3% | +197.2% | +186.3% |
| 5Y | +578.6% | +66.4% | +512.2% | +427.5% |
| All | +1,344.7% | +353.8% | +990.9% | +660.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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