+1,826.9%
EMR vs DVA
+5,194.7%
-3,367.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.6% |
| 7D | -1.5% | +1.8% | -3.4% | -1.8% |
| 30D | -5.6% | -2.5% | -3.1% | -5.3% |
| 3M | +7.9% | -4.3% | +12.2% | +8.1% |
| 6M | +6.0% | +18.9% | -12.8% | +2.6% |
| YTD | +16.4% | +61.9% | -45.5% | +7.2% |
| 1Y | +16.6% | +35.7% | -19.1% | +10.0% |
| 3Y | +62.9% | +78.6% | -15.8% | +45.9% |
| 5Y | +60.1% | +39.2% | +20.9% | +45.9% |
| 10Y | +268.7% | +184.0% | +84.7% | +200.8% |
| All | +1,826.9% | +5,194.7% | -3,367.8% | +1,102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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