+62.9%
EMR vs DG
-37.3%
+100.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | -0.1% |
| 7D | +3.1% | -2.5% | +5.5% | +3.3% |
| 30D | -3.5% | +1.0% | -4.5% | -3.7% |
| 3M | +9.8% | +20.3% | -10.5% | +7.6% |
| 6M | +10.8% | -11.7% | +22.5% | +11.7% |
| YTD | +15.9% | -2.3% | +18.3% | +15.9% |
| 1Y | +16.4% | +20.0% | -3.6% | +14.3% |
| 3Y | +62.1% | +7.2% | +54.9% | +59.2% |
| 5Y | +62.9% | -37.9% | +100.9% | +75.0% |
| All | +62.9% | -37.3% | +100.2% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling