+88.3%
DT vs EAT
+411.7%
-323.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +1.8% |
| 7D | +2.7% | -7.1% | +9.8% | +4.3% |
| 30D | -30.4% | -2.3% | -28.0% | -30.2% |
| 3M | -9.4% | -19.6% | +10.2% | -5.8% |
| 6M | +14.5% | +46.0% | -31.5% | +4.2% |
| YTD | +3.6% | +37.7% | -34.1% | -6.0% |
| 1Y | -3.4% | +73.8% | -77.2% | -17.2% |
| 3Y | -11.1% | +482.1% | -493.2% | -45.2% |
| 5Y | -39.5% | +362.5% | -401.9% | -62.2% |
| All | +88.3% | +411.7% | -323.5% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling