+1,129.1%
DIA vs EAT
+4,593.4%
-3,464.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -1.5% | +1.9% | -3.4% | -2.1% |
| 3M | +3.8% | +68.7% | -64.9% | -5.9% |
| 6M | +10.3% | +66.9% | -56.6% | -0.5% |
| YTD | +12.1% | +60.4% | -48.3% | +1.5% |
| 1Y | +18.6% | +44.0% | -25.4% | +8.9% |
| 3Y | +60.6% | +604.7% | -544.1% | +6.8% |
| 5Y | +64.4% | +347.0% | -282.6% | +13.9% |
| 10Y | +250.1% | +390.8% | -140.7% | +107.0% |
| All | +1,129.1% | +4,593.4% | -3,464.4% | +311.3% |
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