+87.7%
EEM vs DT
+6.3%
+81.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +2.0% | -0.5% | +2.5% | +2.0% |
| 30D | +5.1% | +0.1% | +5.0% | +5.0% |
| 3M | +4.6% | +24.1% | -19.5% | +1.9% |
| 6M | +17.8% | +30.1% | -12.3% | +13.7% |
| YTD | +25.8% | +16.8% | +9.1% | +23.5% |
| 1Y | +36.4% | -0.1% | +36.5% | +37.6% |
| All | +87.7% | +6.3% | +81.4% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling