+111.1%
DG vs EAT
+333.9%
-222.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.1% |
| 7D | -3.0% | -8.9% | +6.0% | -2.4% |
| 30D | +8.6% | +3.4% | +5.2% | +8.3% |
| 3M | +15.0% | -9.3% | +24.4% | +15.6% |
| 6M | +32.7% | +43.8% | -11.1% | +29.5% |
| YTD | +5.5% | +39.9% | -34.4% | +2.9% |
| 1Y | +34.6% | +89.7% | -55.1% | +29.0% |
| 3Y | +24.2% | +491.3% | -467.0% | +7.9% |
| 5Y | -32.3% | +365.4% | -397.7% | -41.3% |
| 10Y | +111.1% | +325.9% | -214.8% | +108.5% |
| All | +111.1% | +333.9% | -222.8% | +108.5% |
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