+319.9%
EAT vs DGX
+66.8%
+253.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.4% |
| 7D | -7.7% | -0.9% | -6.8% | -7.5% |
| 30D | -13.6% | -1.2% | -12.4% | -13.4% |
| 3M | +33.9% | +15.8% | +18.1% | +29.2% |
| 6M | +47.2% | +18.2% | +29.0% | +41.2% |
| YTD | +48.1% | +37.2% | +10.9% | +35.7% |
| 1Y | +33.7% | +30.4% | +3.3% | +24.2% |
| 3Y | +595.8% | +96.7% | +499.1% | +454.7% |
| All | +319.9% | +66.8% | +253.1% | +235.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling