+549.2%
EME vs DRI
+68.4%
+480.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.9% |
| 7D | +2.7% | -4.8% | +7.5% | +4.3% |
| 30D | -6.8% | -3.9% | -2.9% | -5.7% |
| 3M | -8.8% | +5.1% | -13.9% | -10.9% |
| 6M | +5.0% | +5.5% | -0.5% | +2.1% |
| YTD | +23.5% | +16.5% | +7.0% | +15.3% |
| 1Y | +21.3% | +2.0% | +19.3% | +18.6% |
| 3Y | +241.1% | +54.5% | +186.6% | +176.8% |
| 5Y | +549.2% | +66.6% | +482.6% | +400.0% |
| All | +549.2% | +68.4% | +480.7% | +400.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling