+56.2%
EMR vs DGX
+93.2%
-37.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.0% |
| 7D | -1.2% | -3.5% | +2.2% | -0.6% |
| 30D | -9.4% | -2.7% | -6.8% | -9.0% |
| 3M | +8.6% | +13.9% | -5.3% | +6.1% |
| 6M | +6.7% | +16.0% | -9.3% | +3.8% |
| YTD | +13.1% | +34.9% | -21.9% | +7.1% |
| 1Y | +12.7% | +30.6% | -17.8% | +7.2% |
| All | +56.2% | +93.2% | -37.0% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling