+61.9%
DIA vs EAT
+498.6%
-436.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.6% | +2.3% |
| 7D | +0.8% | -3.9% | +4.7% | +1.2% |
| 30D | +1.4% | +5.0% | -3.6% | +0.8% |
| 3M | -2.7% | -9.6% | +6.9% | -2.0% |
| 6M | +6.2% | +46.8% | -40.5% | +1.0% |
| YTD | +10.1% | +41.8% | -31.7% | +4.6% |
| 1Y | +13.0% | +98.3% | -85.3% | +2.8% |
| 3Y | +61.9% | +503.1% | -441.2% | +32.0% |
| All | +61.9% | +498.6% | -436.8% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling