+273.0%
EMR vs DGX
+255.3%
+17.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.0% |
| 7D | -0.4% | -0.9% | +0.5% | -0.1% |
| 30D | -6.8% | -1.2% | -5.6% | -6.4% |
| 3M | +7.5% | +15.8% | -8.3% | +1.6% |
| 6M | +9.9% | +18.2% | -8.3% | +2.8% |
| YTD | +16.0% | +37.2% | -21.2% | +2.3% |
| 1Y | +12.4% | +30.4% | -17.9% | +0.8% |
| 3Y | +60.2% | +96.7% | -36.5% | +19.3% |
| 5Y | +67.9% | +67.2% | +0.7% | +31.7% |
| All | +273.0% | +255.3% | +17.7% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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