+38,919.1%
EME vs DRI
+8,033.5%
+30,885.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +11.3% | -0.3% | +11.7% | +11.5% |
| 30D | -14.6% | +10.8% | -25.4% | -17.8% |
| 3M | -20.4% | +0.9% | -21.3% | -21.2% |
| 6M | -28.3% | +16.3% | -44.6% | -32.8% |
| YTD | +8.6% | +27.8% | -19.2% | -2.1% |
| 1Y | +3.2% | +33.9% | -30.6% | -8.6% |
| 3Y | +216.8% | +67.2% | +149.6% | +154.4% |
| 5Y | +417.5% | +79.0% | +338.5% | +300.1% |
| 10Y | +922.2% | +332.2% | +590.0% | +437.5% |
| All | +38,919.1% | +8,033.5% | +30,885.6% | +10,099.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling