+212.6%
EMR vs DT
+73.5%
+139.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | -2.0% | -5.4% | +3.4% | -0.9% |
| 30D | +2.8% | -32.2% | +35.0% | +10.5% |
| 3M | +2.0% | -10.9% | +12.9% | +3.6% |
| 6M | +20.7% | +10.0% | +10.7% | +16.7% |
| YTD | +27.3% | +2.1% | +25.2% | +23.9% |
| 1Y | +31.0% | -5.5% | +36.5% | +29.6% |
| 3Y | +103.6% | -12.4% | +116.0% | +102.9% |
| 5Y | +88.6% | -39.7% | +128.3% | +94.9% |
| All | +212.6% | +73.5% | +139.1% | +123.7% |
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