+2,385.5%
EMR vs DAR
+1,334.0%
+1,051.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -1.6% | -9.9% | +8.4% | -0.7% |
| 30D | +2.0% | -16.4% | +18.3% | +3.4% |
| 3M | +3.8% | -17.1% | +20.9% | +5.2% |
| 6M | +10.5% | -20.5% | +31.0% | +12.2% |
| YTD | +23.7% | +39.4% | -15.7% | +19.8% |
| 1Y | +25.4% | +57.2% | -31.8% | +20.2% |
| 3Y | +86.6% | +13.9% | +72.7% | +81.8% |
| 5Y | +83.0% | -40.8% | +123.8% | +86.3% |
| 10Y | +319.5% | +276.2% | +43.3% | +274.7% |
| All | +2,385.5% | +1,334.0% | +1,051.5% | +2,015.1% |
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