+38,718.3%
EME vs DRI
+8,063.5%
+30,654.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +8.4% | +1.1% | +7.3% | +8.0% |
| 30D | -11.5% | +9.7% | -21.2% | -14.5% |
| 3M | -20.6% | +3.2% | -23.8% | -22.0% |
| 6M | -28.5% | +20.6% | -49.1% | -33.8% |
| YTD | +8.0% | +28.3% | -20.2% | -2.8% |
| 1Y | +6.8% | +34.5% | -27.8% | -5.6% |
| 3Y | +213.9% | +66.5% | +147.4% | +152.4% |
| 5Y | +414.8% | +79.6% | +335.2% | +297.5% |
| 10Y | +916.9% | +333.8% | +583.2% | +434.0% |
| All | +38,718.3% | +8,063.5% | +30,654.9% | +10,034.4% |
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