+3,912.1%
EMR vs DTE
+3,490.8%
+421.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +2.1% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | -5.6% | -2.6% | -3.1% | -4.4% |
| 3M | +7.9% | -3.9% | +11.8% | +9.7% |
| 6M | +6.0% | -7.9% | +13.9% | +9.8% |
| YTD | +16.4% | +7.2% | +9.3% | +11.5% |
| 1Y | +16.6% | +3.1% | +13.5% | +13.7% |
| 3Y | +62.9% | +47.6% | +15.3% | +29.6% |
| 5Y | +60.1% | +32.7% | +27.4% | +33.1% |
| 10Y | +268.7% | +138.8% | +130.0% | +123.0% |
| All | +3,912.1% | +3,490.8% | +421.3% | +621.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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