+277.4%
EMR vs DLR
+168.0%
+109.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +0.9% | +2.9% | -2.0% | 0.0% |
| 30D | -5.0% | -1.2% | -3.8% | -4.7% |
| 3M | +5.9% | +2.9% | +3.0% | +4.6% |
| 6M | +7.3% | +6.7% | +0.7% | +4.9% |
| YTD | +14.6% | +23.9% | -9.3% | +6.8% |
| 1Y | +15.6% | +18.6% | -3.0% | +9.1% |
| 3Y | +60.2% | +59.7% | +0.5% | +36.7% |
| 5Y | +65.8% | +42.1% | +23.8% | +43.3% |
| 10Y | +277.4% | +176.7% | +100.7% | +183.5% |
| All | +277.4% | +168.0% | +109.4% | +183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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