+7.9%
DT vs EMB
+3.6%
+4.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | -2.5% | -1.1% | -1.4% | -2.0% |
| 30D | +3.5% | -1.1% | +4.6% | +4.1% |
| 3M | +26.7% | -0.8% | +27.5% | +27.4% |
| 6M | +36.1% | -0.1% | +36.2% | +36.3% |
| YTD | +18.6% | +0.4% | +18.2% | +16.8% |
| 1Y | +7.9% | +3.3% | +4.6% | +2.9% |
| All | +7.9% | +3.6% | +4.2% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling