+3,912.1%
EMR vs DE
+14,847.5%
-10,935.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.8% |
| 7D | -1.5% | +10.0% | -11.5% | -5.6% |
| 30D | -5.6% | +13.3% | -18.9% | -10.9% |
| 3M | +7.9% | +17.5% | -9.6% | +0.3% |
| 6M | +6.0% | +13.6% | -7.5% | -0.3% |
| YTD | +16.4% | +49.8% | -33.3% | -3.1% |
| 1Y | +16.6% | +47.9% | -31.2% | -2.7% |
| 3Y | +62.9% | +72.5% | -9.7% | +25.8% |
| 5Y | +60.1% | +90.2% | -30.1% | +15.6% |
| 10Y | +268.7% | +865.4% | -596.6% | +37.3% |
| All | +3,912.1% | +14,847.5% | -10,935.4% | +518.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling