+2,037.5%
EMR vs DRI
+7,978.2%
-5,940.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.2% |
| 7D | -1.6% | +2.8% | -4.4% | -2.4% |
| 30D | +2.0% | +13.3% | -11.3% | -1.9% |
| 3M | +3.8% | +8.2% | -4.4% | +1.0% |
| 6M | +10.5% | +17.5% | -7.0% | +4.5% |
| YTD | +23.7% | +26.9% | -3.2% | +14.0% |
| 1Y | +25.4% | +31.6% | -6.2% | +14.2% |
| 3Y | +86.6% | +67.0% | +19.6% | +56.4% |
| 5Y | +83.0% | +72.9% | +10.1% | +50.1% |
| 10Y | +319.5% | +371.3% | -51.8% | +140.6% |
| All | +2,037.5% | +7,978.2% | -5,940.6% | +582.1% |
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