+91.9%
EMR vs DT
-42.7%
+134.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +4.2% |
| 7D | +2.1% | -20.2% | +22.4% | +5.8% |
| 30D | +4.8% | -30.8% | +35.5% | +11.0% |
| 3M | +7.5% | -10.2% | +17.7% | +8.8% |
| 6M | +20.9% | +8.0% | +12.8% | +17.7% |
| YTD | +29.2% | +1.5% | +27.7% | +26.5% |
| 1Y | +33.0% | -6.9% | +39.9% | +32.6% |
| 3Y | +109.8% | -10.9% | +120.7% | +110.2% |
| 5Y | +91.9% | -42.2% | +134.1% | +94.2% |
| All | +91.9% | -42.7% | +134.7% | +94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling