-28.1%
DT vs EAT
+326.5%
-354.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.3% | -2.4% |
| 7D | -4.9% | -4.9% | 0.0% | -3.9% |
| 30D | +2.7% | -1.2% | +3.9% | +2.5% |
| 3M | +20.0% | +52.2% | -32.3% | +8.9% |
| 6M | +28.0% | +65.0% | -37.0% | +12.7% |
| YTD | +16.0% | +55.0% | -39.0% | +3.1% |
| 1Y | +0.7% | +42.1% | -41.3% | -9.1% |
| 3Y | +6.2% | +614.7% | -608.5% | -42.5% |
| 5Y | -28.1% | +322.7% | -350.9% | -57.8% |
| All | -28.1% | +326.5% | -354.6% | -57.8% |
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 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