+64.6%
EMR vs D
+58.5%
+6.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.8% |
| 7D | -1.5% | +1.5% | -3.0% | -1.7% |
| 30D | -5.6% | -2.6% | -3.0% | -5.3% |
| 3M | +7.9% | 0.0% | +7.9% | +7.9% |
| 6M | +6.0% | +7.4% | -1.3% | +4.9% |
| YTD | +16.4% | +15.9% | +0.6% | +13.8% |
| 1Y | +16.6% | +18.1% | -1.5% | +13.6% |
| All | +64.6% | +58.5% | +6.1% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling