+185.9%
EMR vs DT
+103.5%
+82.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +2.1% |
| 7D | -1.5% | -3.3% | +1.8% | -0.9% |
| 30D | -5.6% | +2.0% | -7.7% | -6.1% |
| 3M | +7.9% | +20.0% | -12.1% | +3.6% |
| 6M | +6.0% | +39.3% | -33.3% | -2.4% |
| YTD | +16.4% | +19.8% | -3.3% | +10.4% |
| 1Y | +16.6% | +4.3% | +12.3% | +13.8% |
| 3Y | +62.9% | +7.7% | +55.2% | +56.4% |
| 5Y | +60.1% | -26.8% | +86.9% | +59.4% |
| All | +185.9% | +103.5% | +82.4% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling