+241.5%
EME vs DRI
+54.1%
+187.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.1% |
| 7D | +2.7% | -4.8% | +7.5% | +3.7% |
| 30D | -6.8% | -3.9% | -2.9% | -6.1% |
| 3M | -8.8% | +5.1% | -13.9% | -10.2% |
| 6M | +5.0% | +5.5% | -0.5% | +3.1% |
| YTD | +23.5% | +16.5% | +7.0% | +17.7% |
| 1Y | +21.3% | +2.0% | +19.3% | +19.3% |
| All | +241.5% | +54.1% | +187.4% | +192.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling