+1,110.0%
DIA vs EAT
+3,992.2%
-2,882.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.3% | 0.0% |
| 7D | -1.6% | -8.9% | +7.3% | 0.0% |
| 30D | +1.3% | +3.4% | -2.1% | +0.4% |
| 3M | -2.1% | -9.3% | +7.3% | -1.0% |
| 6M | +6.2% | +43.8% | -37.5% | -1.5% |
| YTD | +10.3% | +39.9% | -29.5% | +2.0% |
| 1Y | +11.0% | +89.7% | -78.7% | -3.2% |
| 3Y | +60.4% | +491.3% | -430.9% | +9.8% |
| 5Y | +59.1% | +365.4% | -306.3% | +9.1% |
| 10Y | +237.1% | +325.9% | -88.8% | +103.6% |
| All | +1,110.0% | +3,992.2% | -2,882.3% | +313.0% |
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 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