+62.1%
EMR vs DG
+10.3%
+51.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | -0.3% |
| 7D | +3.1% | -2.5% | +5.5% | +3.2% |
| 30D | -3.5% | +1.0% | -4.5% | -3.6% |
| 3M | +9.8% | +20.3% | -10.5% | +8.6% |
| 6M | +10.8% | -11.7% | +22.5% | +11.1% |
| YTD | +15.9% | -2.3% | +18.3% | +15.9% |
| 1Y | +16.4% | +20.0% | -3.6% | +16.0% |
| 3Y | +62.1% | +7.2% | +54.9% | +66.4% |
| All | +62.1% | +10.3% | +51.8% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling