+3,912.1%
EMR vs DD
+961.9%
+2,950.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.6% |
| 7D | -1.5% | -3.5% | +2.0% | +0.1% |
| 30D | -5.6% | -10.3% | +4.7% | -0.8% |
| 3M | +7.9% | -7.5% | +15.5% | +11.9% |
| 6M | +6.0% | -8.0% | +14.0% | +10.0% |
| YTD | +16.4% | +10.5% | +6.0% | +11.2% |
| 1Y | +16.6% | +38.3% | -21.7% | -0.1% |
| 3Y | +62.9% | +42.5% | +20.4% | +35.5% |
| 5Y | +60.1% | +60.2% | -0.1% | +24.4% |
| 10Y | +268.7% | +68.9% | +199.9% | +169.9% |
| All | +3,912.1% | +961.9% | +2,950.2% | +1,155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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