+117.6%
DT vs EME
+812.8%
-695.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -2.1% |
| 7D | -3.3% | +1.9% | -5.2% | -3.8% |
| 30D | +2.0% | -8.3% | +10.3% | +4.2% |
| 3M | +20.0% | -10.7% | +30.7% | +22.2% |
| 6M | +39.3% | +1.9% | +37.4% | +34.5% |
| YTD | +19.8% | +23.5% | -3.7% | +7.5% |
| 1Y | +4.3% | +18.0% | -13.7% | -6.3% |
| 3Y | +7.7% | +236.1% | -228.4% | -38.8% |
| 5Y | -26.8% | +527.9% | -554.7% | -68.6% |
| All | +117.6% | +812.8% | -695.2% | -24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling