+117.6%
DT vs EMB
+16.7%
+100.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | +2.0% | -0.3% | +2.3% | +2.6% |
| 3M | +20.0% | -0.4% | +20.4% | +20.8% |
| 6M | +39.3% | +0.1% | +39.2% | +38.7% |
| YTD | +19.8% | +1.6% | +18.2% | +16.5% |
| 1Y | +4.3% | +5.6% | -1.3% | -4.5% |
| 3Y | +7.7% | +29.8% | -22.1% | -28.7% |
| 5Y | -26.8% | +7.3% | -34.1% | -32.3% |
| All | +117.6% | +16.7% | +100.9% | +81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling