-14.1%
DOW vs EAT
+41.6%
-55.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +1.8% |
| 7D | +3.7% | -7.1% | +10.7% | +3.3% |
| 30D | +16.3% | -2.3% | +18.6% | +16.0% |
| 3M | +9.7% | -19.6% | +29.3% | +7.6% |
| 6M | -14.1% | +46.0% | -60.1% | -12.2% |
| All | -14.1% | +41.6% | -55.7% | -12.2% |
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