+526.1%
EMR vs DG
+632.1%
-106.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.0% | -3.0% | +1.0% | -1.5% |
| 30D | +2.8% | +8.6% | -5.8% | +1.3% |
| 3M | +2.0% | +15.0% | -13.1% | -0.7% |
| 6M | +20.7% | +32.7% | -12.0% | +14.4% |
| YTD | +27.3% | +5.5% | +21.8% | +25.2% |
| 1Y | +31.0% | +34.6% | -3.6% | +23.4% |
| 3Y | +103.6% | +24.2% | +79.4% | +87.8% |
| 5Y | +88.6% | -32.3% | +120.8% | +95.3% |
| 10Y | +280.6% | +111.1% | +169.5% | +205.4% |
| All | +526.1% | +632.1% | -106.0% | +265.3% |
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