+246.5%
DIA vs EAT
+381.2%
-134.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.3% |
| 7D | -1.2% | -6.8% | +5.6% | -0.2% |
| 30D | -2.7% | -5.4% | +2.7% | -2.1% |
| 3M | +3.3% | +42.8% | -39.5% | -2.6% |
| 6M | +10.4% | +56.5% | -46.1% | +2.0% |
| YTD | +10.0% | +50.0% | -40.0% | +2.0% |
| 1Y | +16.2% | +38.3% | -22.1% | +8.6% |
| 3Y | +58.7% | +591.6% | -532.9% | +11.2% |
| 5Y | +63.6% | +312.6% | -249.1% | +20.0% |
| All | +246.5% | +381.2% | -134.8% | +120.6% |
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 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