+181.3%
EMR vs DT
+98.4%
+82.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | -5.0% | +0.1% | -5.0% | -5.1% |
| 3M | +5.9% | +24.1% | -18.2% | +1.0% |
| 6M | +7.3% | +30.1% | -22.8% | +0.3% |
| YTD | +14.6% | +16.8% | -2.2% | +9.1% |
| 1Y | +15.6% | -0.1% | +15.7% | +13.9% |
| 3Y | +60.2% | +6.8% | +53.3% | +54.0% |
| 5Y | +65.8% | -28.4% | +94.2% | +65.7% |
| All | +181.3% | +98.4% | +82.9% | +97.1% |
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