+12.4%
EMR vs DLR
+11.7%
+0.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.8% | +1.8% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -6.8% | -4.3% | -2.5% | -5.1% |
| 3M | +7.5% | +3.8% | +3.6% | +4.9% |
| 6M | +9.9% | +5.8% | +4.0% | +7.0% |
| YTD | +16.0% | +23.5% | -7.6% | +5.5% |
| 1Y | +12.4% | +11.1% | +1.4% | +5.4% |
| All | +12.4% | +11.7% | +0.8% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling