+594.0%
DG vs EAT
+1,877.3%
-1,283.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.9% |
| 7D | -2.5% | -7.1% | +4.6% | -1.8% |
| 30D | +7.7% | -2.3% | +10.0% | +7.8% |
| 3M | +13.1% | -19.6% | +32.7% | +15.0% |
| 6M | +32.0% | +46.0% | -14.0% | +27.6% |
| YTD | +3.3% | +37.7% | -34.4% | 0.0% |
| 1Y | +31.7% | +73.8% | -42.1% | +24.9% |
| 3Y | +21.7% | +482.1% | -460.4% | +0.6% |
| 5Y | -34.7% | +362.5% | -397.2% | -46.1% |
| 10Y | +106.7% | +319.3% | -212.5% | +73.9% |
| All | +594.0% | +1,877.3% | -1,283.3% | +338.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling