+1,912.0%
EMR vs DRI
+7,577.7%
-5,665.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.9% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | -5.6% | +3.8% | -9.5% | -6.8% |
| 3M | +7.9% | +13.0% | -5.1% | +3.7% |
| 6M | +6.0% | +8.3% | -2.3% | +3.0% |
| YTD | +16.4% | +20.6% | -4.2% | +9.3% |
| 1Y | +16.6% | +6.5% | +10.2% | +13.4% |
| 3Y | +62.9% | +53.7% | +9.2% | +40.2% |
| 5Y | +60.1% | +72.7% | -12.6% | +31.4% |
| 10Y | +268.8% | +363.2% | -94.4% | +113.3% |
| All | +1,912.0% | +7,577.7% | -5,665.6% | +553.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling