-27.8%
DT vs EME
+545.9%
-573.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.1% | +1.2% |
| 7D | -0.5% | +2.7% | -3.3% | -1.2% |
| 30D | +0.1% | -6.8% | +6.9% | +1.5% |
| 3M | +24.1% | -8.8% | +32.9% | +25.5% |
| 6M | +30.1% | +5.0% | +25.1% | +24.6% |
| YTD | +16.8% | +23.5% | -6.7% | +4.8% |
| 1Y | -0.1% | +21.3% | -21.4% | -11.5% |
| 3Y | +6.8% | +241.1% | -234.2% | -45.9% |
| All | -27.8% | +545.9% | -573.8% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling