+4,401.2%
EAT vs DGX
+8,796.3%
-4,395.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.2% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | -1.2% | -1.2% | 0.0% | -0.9% |
| 3M | +52.2% | +19.9% | +32.3% | +44.3% |
| 6M | +65.0% | +19.2% | +45.8% | +56.3% |
| YTD | +55.0% | +37.5% | +17.5% | +40.4% |
| 1Y | +42.1% | +31.3% | +10.8% | +30.2% |
| 3Y | +614.7% | +96.6% | +518.1% | +475.9% |
| 5Y | +322.7% | +64.3% | +258.5% | +255.6% |
| 10Y | +382.0% | +241.1% | +140.9% | +234.1% |
| All | +4,401.2% | +8,796.3% | -4,395.0% | +1,713.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling