+96.7%
EEM vs DT
+103.5%
-6.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.5% | +2.1% |
| 7D | +2.3% | -3.3% | +5.6% | +2.9% |
| 30D | +4.5% | +2.0% | +2.5% | +4.0% |
| 3M | -0.1% | +20.0% | -20.1% | -4.0% |
| 6M | +16.9% | +39.3% | -22.3% | +8.1% |
| YTD | +26.2% | +19.8% | +6.5% | +19.9% |
| 1Y | +40.5% | +4.3% | +36.2% | +37.1% |
| 3Y | +86.2% | +7.7% | +78.5% | +77.3% |
| 5Y | +45.5% | -26.8% | +72.3% | +44.1% |
| All | +96.7% | +103.5% | -6.8% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling