+213.5%
EMR vs DT
+70.5%
+142.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | +0.7% | -7.5% | +8.2% | +2.2% |
| 30D | +3.5% | -31.5% | +35.0% | +11.0% |
| 3M | +5.9% | -14.0% | +19.9% | +8.4% |
| 6M | +19.4% | +6.9% | +12.6% | +16.2% |
| YTD | +27.7% | +0.3% | +27.3% | +24.6% |
| 1Y | +30.9% | -6.9% | +37.8% | +29.9% |
| 3Y | +104.2% | -13.9% | +118.1% | +104.1% |
| 5Y | +89.6% | -39.9% | +129.5% | +96.1% |
| All | +213.5% | +70.5% | +142.9% | +125.1% |
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