-34.6%
DOW vs EAT
+612.9%
-647.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.8% |
| 7D | -2.9% | -4.9% | +2.0% | -2.5% |
| 30D | +2.0% | -1.2% | +3.2% | +1.9% |
| 3M | -12.5% | +52.2% | -64.8% | -16.7% |
| 6M | -9.2% | +65.0% | -74.2% | -15.3% |
| YTD | +30.8% | +55.0% | -24.2% | +22.8% |
| 1Y | +29.4% | +42.1% | -12.7% | +22.9% |
| 3Y | -34.6% | +614.7% | -649.3% | -53.3% |
| All | -34.6% | +612.9% | -647.4% | -53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling