-5.7%
DT vs EAT
+109.8%
-115.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.3% | -6.8% | -0.6% |
| 7D | -25.5% | -0.1% | -25.4% | -25.6% |
| 30D | -22.3% | +13.5% | -35.8% | -22.3% |
| 3M | +2.3% | +1.0% | +1.3% | +2.1% |
| 6M | +20.7% | +57.3% | -36.5% | +19.4% |
| YTD | +7.9% | +53.6% | -45.7% | +5.7% |
| 1Y | -5.7% | +110.8% | -116.5% | -8.3% |
| All | -5.7% | +109.8% | -115.6% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling