+367.4%
EAT vs DGX
+255.3%
+112.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.8% |
| 7D | -7.7% | -0.9% | -6.8% | -7.3% |
| 30D | -13.6% | -1.2% | -12.4% | -13.2% |
| 3M | +33.9% | +15.8% | +18.1% | +24.2% |
| 6M | +47.2% | +18.2% | +29.0% | +34.5% |
| YTD | +48.1% | +37.2% | +10.9% | +24.5% |
| 1Y | +33.7% | +30.4% | +3.3% | +15.0% |
| 3Y | +595.8% | +96.7% | +499.1% | +361.8% |
| 5Y | +314.4% | +67.2% | +247.2% | +194.0% |
| All | +367.4% | +255.3% | +112.1% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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