+65.8%
EMR vs DAR
-8.0%
+73.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | -5.0% | +7.4% | -12.4% | -6.7% |
| 3M | +5.9% | +15.7% | -9.8% | +1.7% |
| 6M | +7.3% | +30.0% | -22.7% | -0.4% |
| YTD | +14.6% | +87.5% | -73.0% | -3.3% |
| 1Y | +15.6% | +113.4% | -97.7% | -6.2% |
| 3Y | +60.2% | +15.3% | +44.9% | +47.6% |
| 5Y | +65.8% | -4.3% | +70.2% | +53.3% |
| All | +65.8% | -8.0% | +73.8% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 5y: compounded portfolio wealth divided by compounded DAR 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…
5y analysis · Full analysis span regression · 6 months rolling