+115.6%
DT vs EAT
+456.0%
-340.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -2.5% | -6.2% | +3.7% | -1.2% |
| 30D | +3.5% | -3.0% | +6.6% | +3.8% |
| 3M | +26.7% | +45.6% | -18.9% | +16.1% |
| 6M | +36.1% | +53.5% | -17.4% | +21.9% |
| YTD | +18.6% | +49.6% | -30.9% | +6.4% |
| 1Y | +7.9% | +38.9% | -31.0% | -2.4% |
| 3Y | +8.6% | +589.7% | -581.1% | -35.4% |
| 5Y | -26.7% | +318.7% | -345.3% | -53.2% |
| All | +115.6% | +456.0% | -340.4% | +26.5% |
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