-12.8%
DT vs EME
+216.1%
-228.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +3.1% | +8.4% | -5.2% | +2.3% |
| 30D | -29.5% | -11.5% | -18.0% | -28.8% |
| 3M | -11.7% | -20.6% | +8.9% | -10.0% |
| 6M | +29.0% | -28.5% | +57.5% | +33.1% |
| YTD | +3.4% | +8.0% | -4.6% | -2.4% |
| 1Y | -4.2% | +6.8% | -11.0% | -9.4% |
| 3Y | -12.8% | +213.9% | -226.7% | -40.1% |
| All | -12.8% | +216.1% | -228.9% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling