-10.2%
DOW vs EAT
+414.6%
-424.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -2.4% | -6.2% | +3.8% | -1.0% |
| 30D | -4.1% | -3.0% | -1.1% | -3.8% |
| 3M | -12.4% | +45.6% | -58.1% | -20.4% |
| 6M | -10.6% | +53.5% | -64.2% | -21.0% |
| YTD | +31.1% | +49.6% | -18.5% | +16.1% |
| 1Y | +30.5% | +38.9% | -8.4% | +16.8% |
| 3Y | -34.4% | +589.7% | -624.1% | -63.0% |
| 5Y | -35.5% | +318.7% | -354.2% | -60.8% |
| All | -10.2% | +414.6% | -424.8% | -41.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling