-40.7%
DT vs EAT
+349.7%
-390.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.3% |
| 7D | -7.5% | -5.9% | -1.6% | -6.4% |
| 30D | -31.5% | +0.7% | -32.2% | -31.8% |
| 3M | -14.0% | -14.2% | +0.2% | -12.0% |
| 6M | +6.9% | +40.7% | -33.9% | -2.1% |
| YTD | +0.3% | +36.0% | -35.6% | -8.9% |
| 1Y | -6.9% | +83.1% | -90.0% | -21.9% |
| 3Y | -13.9% | +474.8% | -488.7% | -51.4% |
| All | -40.7% | +349.7% | -390.4% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling