+62.9%
EMR vs DT
-28.6%
+91.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.1% |
| 7D | +3.1% | -4.9% | +7.9% | +3.9% |
| 30D | -3.5% | +2.7% | -6.2% | -4.1% |
| 3M | +9.8% | +20.0% | -10.2% | +6.0% |
| 6M | +10.8% | +28.0% | -17.2% | +4.9% |
| YTD | +15.9% | +16.0% | -0.1% | +11.6% |
| 1Y | +16.4% | +0.7% | +15.7% | +15.3% |
| 3Y | +62.1% | +6.2% | +55.9% | +58.2% |
| 5Y | +62.9% | -28.1% | +91.1% | +52.9% |
| All | +62.9% | -28.6% | +91.5% | +52.9% |
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