+44,275.6%
EME vs DRI
+7,577.6%
+36,698.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.9% |
| 7D | +1.9% | +0.6% | +1.3% | +1.7% |
| 30D | -8.3% | +3.8% | -12.1% | -9.6% |
| 3M | -10.7% | +13.0% | -23.8% | -15.1% |
| 6M | +1.9% | +8.3% | -6.4% | -1.9% |
| YTD | +23.5% | +20.6% | +2.9% | +14.1% |
| 1Y | +18.0% | +6.5% | +11.5% | +13.5% |
| 3Y | +236.1% | +53.7% | +182.4% | +179.1% |
| 5Y | +527.9% | +72.7% | +455.2% | +393.9% |
| 10Y | +1,252.8% | +363.2% | +889.6% | +598.4% |
| All | +44,275.6% | +7,577.6% | +36,698.0% | +11,792.4% |
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