+3,912.1%
EMR vs D
+2,347.4%
+1,564.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.9% |
| 7D | -1.5% | +1.5% | -3.0% | -2.2% |
| 30D | -5.6% | -2.6% | -3.0% | -4.5% |
| 3M | +7.9% | 0.0% | +7.9% | +7.7% |
| 6M | +6.0% | +7.4% | -1.3% | +2.1% |
| YTD | +16.4% | +15.9% | +0.6% | +8.3% |
| 1Y | +16.6% | +18.1% | -1.5% | +7.1% |
| 3Y | +62.9% | +58.4% | +4.5% | +27.0% |
| 5Y | +60.1% | +5.2% | +54.9% | +48.8% |
| 10Y | +268.7% | +35.9% | +232.9% | +187.5% |
| All | +3,912.1% | +2,347.4% | +1,564.6% | +666.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling