+2,239.6%
EMR vs DAR
+1,762.6%
+477.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | -1.5% | +1.4% | -2.9% | -1.7% |
| 30D | -5.6% | +12.8% | -18.4% | -6.7% |
| 3M | +7.9% | +7.4% | +0.6% | +7.1% |
| 6M | +6.0% | +22.3% | -16.2% | +3.9% |
| YTD | +16.4% | +81.1% | -64.6% | +10.5% |
| 1Y | +16.6% | +106.5% | -89.9% | +9.2% |
| 3Y | +62.9% | +5.3% | +57.6% | +59.6% |
| 5Y | +60.1% | -11.5% | +71.6% | +58.0% |
| 10Y | +268.8% | +353.3% | -84.6% | +224.1% |
| All | +2,239.6% | +1,762.6% | +477.0% | +1,850.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling