-6.4%
DLR vs EAT
+43.6%
-50.1%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | +0.1% |
| 7D | -2.0% | -8.9% | +6.9% | -1.7% |
| 30D | +0.5% | +3.4% | -2.9% | +0.7% |
| 3M | -4.4% | -9.3% | +4.9% | -4.5% |
| 6M | -6.4% | +43.8% | -50.2% | -7.2% |
| All | -6.4% | +43.6% | -50.1% | -7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling