+267.8%
EMR vs DRI
+350.3%
-82.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | +3.1% | -1.2% | +4.3% | +3.5% |
| 30D | -3.5% | -0.4% | -3.1% | -3.5% |
| 3M | +9.8% | +9.5% | +0.3% | +5.5% |
| 6M | +10.8% | +6.5% | +4.3% | +7.3% |
| YTD | +15.9% | +18.4% | -2.5% | +7.3% |
| 1Y | +16.4% | +4.2% | +12.2% | +13.0% |
| 3Y | +62.1% | +57.1% | +5.0% | +31.4% |
| 5Y | +62.9% | +70.4% | -7.5% | +25.2% |
| 10Y | +267.8% | +354.0% | -86.3% | +76.8% |
| All | +267.8% | +350.3% | -82.5% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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