+114.1%
DT vs EME
+844.9%
-730.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -1.9% |
| 7D | -1.6% | +3.5% | -5.1% | -2.6% |
| 30D | +3.0% | -6.3% | +9.4% | +4.6% |
| 3M | +26.5% | -3.8% | +30.3% | +26.1% |
| 6M | +35.9% | +8.5% | +27.4% | +28.8% |
| YTD | +17.8% | +27.8% | -10.0% | +4.7% |
| 1Y | +4.1% | +22.2% | -18.2% | -7.5% |
| 3Y | +5.3% | +253.5% | -248.2% | -41.2% |
| 5Y | -27.2% | +578.6% | -605.8% | -69.6% |
| All | +114.1% | +844.9% | -730.8% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling