-37.9%
DG vs EAT
+326.5%
-364.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.7% | -3.7% |
| 7D | -2.5% | -4.9% | +2.5% | -2.0% |
| 30D | +1.0% | -1.2% | +2.2% | +1.0% |
| 3M | +20.3% | +52.2% | -31.9% | +16.1% |
| 6M | -11.7% | +65.0% | -76.8% | -15.5% |
| YTD | -2.3% | +55.0% | -57.3% | -6.1% |
| 1Y | +20.0% | +42.1% | -22.1% | +15.8% |
| 3Y | +7.2% | +614.7% | -607.5% | -17.0% |
| 5Y | -37.9% | +322.7% | -360.7% | -52.0% |
| All | -37.9% | +326.5% | -364.4% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling