-28.5%
EME vs DRI
+17.3%
-45.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.4% |
| 7D | +8.4% | +1.1% | +7.3% | +8.6% |
| 30D | -11.5% | +9.7% | -21.2% | -9.4% |
| 3M | -20.6% | +3.2% | -23.8% | -20.1% |
| 6M | -28.5% | +20.6% | -49.1% | -26.9% |
| All | -28.5% | +17.3% | -45.8% | -26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling