+9.6%
EMR vs DE
+45.6%
-36.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -1.2% | -2.4% | +1.1% | -0.4% |
| 30D | -9.4% | +9.7% | -19.1% | -12.7% |
| 3M | +8.6% | +21.4% | -12.8% | +0.4% |
| 6M | +6.7% | +15.0% | -8.3% | +0.6% |
| YTD | +13.1% | +46.4% | -33.4% | -1.8% |
| All | +9.6% | +45.6% | -36.0% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling