+877.5%
EME vs DRI
+331.7%
+545.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +8.4% | +1.1% | +7.3% | +8.0% |
| 30D | -11.5% | +9.7% | -21.2% | -14.6% |
| 3M | -20.6% | +3.2% | -23.8% | -22.0% |
| 6M | -28.5% | +20.6% | -49.1% | -34.1% |
| YTD | +8.0% | +28.3% | -20.2% | -3.4% |
| 1Y | +6.8% | +34.5% | -27.8% | -6.4% |
| 3Y | +213.9% | +66.5% | +147.4% | +147.9% |
| 5Y | +414.8% | +79.6% | +335.2% | +288.0% |
| All | +877.5% | +331.7% | +545.7% | +453.2% |
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