+6.2%
DT vs EAT
+612.9%
-606.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.3% | -2.7% |
| 7D | -4.9% | -4.9% | 0.0% | -4.3% |
| 30D | +2.7% | -1.2% | +3.9% | +2.6% |
| 3M | +20.0% | +52.2% | -32.3% | +13.6% |
| 6M | +28.0% | +65.0% | -37.0% | +19.0% |
| YTD | +16.0% | +55.0% | -39.0% | +8.4% |
| 1Y | +0.7% | +42.1% | -41.3% | -4.8% |
| 3Y | +6.2% | +614.7% | -608.5% | -18.8% |
| All | +6.2% | +612.9% | -606.7% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling