+102.2%
DG vs EAT
+370.1%
-267.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -2.4% |
| 7D | -4.8% | -6.8% | +2.0% | -4.4% |
| 30D | +1.8% | -5.4% | +7.1% | +2.1% |
| 3M | +14.5% | +42.8% | -28.3% | +11.8% |
| 6M | -13.6% | +56.5% | -70.1% | -16.2% |
| YTD | -4.8% | +50.0% | -54.9% | -7.6% |
| 1Y | +21.6% | +38.3% | -16.7% | +18.5% |
| 3Y | +4.5% | +591.6% | -587.2% | -10.4% |
| 5Y | -38.5% | +312.6% | -351.1% | -46.5% |
| 10Y | +102.2% | +381.4% | -279.2% | +94.7% |
| All | +102.2% | +370.1% | -267.9% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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