+110.9%
DG vs EAT
+321.8%
-210.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +0.7% |
| 7D | +5.2% | -5.9% | +11.1% | +5.6% |
| 30D | +7.9% | +0.7% | +7.3% | +7.8% |
| 3M | +12.7% | -14.2% | +27.0% | +13.7% |
| 6M | +22.4% | +40.7% | -18.3% | +19.6% |
| YTD | +5.4% | +36.0% | -30.6% | +3.0% |
| 1Y | +39.4% | +83.1% | -43.7% | +33.9% |
| 3Y | +24.1% | +474.8% | -450.7% | +8.0% |
| 5Y | -32.2% | +347.6% | -379.8% | -41.1% |
| All | +110.9% | +321.8% | -210.9% | +108.7% |
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