+62.8%
EMR vs DLR
+56.7%
+6.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -1.5% | +1.6% | -3.1% | -2.1% |
| 30D | -5.6% | -3.4% | -2.3% | -4.4% |
| 3M | +7.9% | +0.5% | +7.4% | +7.2% |
| 6M | +6.0% | +4.6% | +1.5% | +3.9% |
| YTD | +16.4% | +23.4% | -7.0% | +7.1% |
| 1Y | +16.6% | +19.0% | -2.4% | +8.4% |
| All | +62.8% | +56.7% | +6.1% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling