+277.4%
EMR vs DG
+102.6%
+174.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.8% |
| 7D | +0.9% | -4.8% | +5.7% | +1.7% |
| 30D | -5.0% | +1.8% | -6.7% | -5.3% |
| 3M | +5.9% | +14.5% | -8.5% | +3.3% |
| 6M | +7.3% | -13.6% | +20.9% | +9.3% |
| YTD | +14.6% | -4.8% | +19.4% | +14.9% |
| 1Y | +15.6% | +21.6% | -5.9% | +11.2% |
| 3Y | +60.2% | +4.5% | +55.7% | +53.2% |
| 5Y | +65.8% | -38.5% | +104.3% | +78.6% |
| 10Y | +277.4% | +102.2% | +175.2% | +186.7% |
| All | +277.4% | +102.6% | +174.8% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling