+64.1%
DIA vs EAT
+326.5%
-262.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.2% | -0.7% |
| 7D | +0.1% | -4.9% | +5.0% | +0.7% |
| 30D | -2.1% | -1.2% | -0.9% | -2.1% |
| 3M | +4.2% | +52.2% | -48.1% | -2.0% |
| 6M | +11.9% | +65.0% | -53.2% | +3.5% |
| YTD | +10.8% | +55.0% | -44.2% | +3.2% |
| 1Y | +17.5% | +42.1% | -24.5% | +10.4% |
| 3Y | +59.9% | +614.7% | -554.8% | +14.6% |
| 5Y | +64.1% | +322.7% | -258.6% | +21.4% |
| All | +64.1% | +326.5% | -262.3% | +21.4% |
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