+472.8%
EMR vs DG
+606.1%
-133.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.5% |
| 7D | -1.5% | +8.4% | -9.9% | -2.9% |
| 30D | -5.6% | +4.9% | -10.6% | -6.5% |
| 3M | +7.9% | +29.3% | -21.4% | +3.0% |
| 6M | +6.0% | -11.3% | +17.3% | +7.6% |
| YTD | +16.4% | +1.8% | +14.7% | +15.5% |
| 1Y | +16.6% | +25.3% | -8.7% | +11.3% |
| 3Y | +62.9% | +9.1% | +53.8% | +54.2% |
| 5Y | +60.1% | -34.9% | +95.0% | +67.3% |
| 10Y | +268.7% | +108.2% | +160.6% | +197.0% |
| All | +472.8% | +606.1% | -133.3% | +236.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling