+91.8%
EEM vs DT
+101.6%
-9.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.5% |
| 7D | -0.7% | -2.5% | +1.8% | -0.2% |
| 30D | +2.4% | +3.5% | -1.1% | +1.6% |
| 3M | +4.2% | +26.7% | -22.6% | -1.1% |
| 6M | +14.8% | +36.1% | -21.4% | +6.6% |
| YTD | +23.1% | +18.6% | +4.5% | +17.2% |
| 1Y | +32.5% | +7.9% | +24.7% | +28.4% |
| 3Y | +85.9% | +8.6% | +77.3% | +76.6% |
| 5Y | +43.6% | -26.7% | +70.2% | +42.1% |
| All | +91.8% | +101.6% | -9.8% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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