+85.5%
DT vs EAT
+419.8%
-334.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.1% | +1.1% |
| 7D | -5.4% | -8.9% | +3.5% | -3.6% |
| 30D | -32.2% | +3.4% | -35.6% | -32.9% |
| 3M | -10.9% | -9.3% | -1.6% | -9.9% |
| 6M | +10.0% | +43.8% | -33.8% | +0.4% |
| YTD | +2.1% | +39.9% | -37.8% | -7.6% |
| 1Y | -5.5% | +89.7% | -95.2% | -20.6% |
| 3Y | -12.4% | +491.3% | -503.7% | -46.2% |
| 5Y | -39.7% | +365.4% | -405.1% | -62.4% |
| All | +85.5% | +419.8% | -334.3% | +9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling