-10.8%
DOW vs EAT
+451.8%
-462.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.2% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +0.4% | +1.9% | -1.5% | -0.4% |
| 3M | -14.4% | +68.7% | -83.1% | -24.8% |
| 6M | -7.0% | +66.9% | -73.9% | -19.3% |
| YTD | +30.2% | +60.4% | -30.2% | +13.6% |
| 1Y | +29.2% | +44.0% | -14.8% | +14.8% |
| 3Y | -36.7% | +604.7% | -641.4% | -64.4% |
| 5Y | -37.7% | +347.0% | -384.7% | -62.7% |
| All | -10.8% | +451.8% | -462.6% | -42.8% |
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