+44.0%
EAT vs DTE
+3.0%
+41.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | 0.0% | +0.2% | -0.1% | 0.0% |
| 30D | +1.9% | -2.6% | +4.4% | +1.9% |
| 3M | +68.7% | -3.9% | +72.6% | +68.3% |
| 6M | +66.9% | -7.9% | +74.8% | +67.6% |
| YTD | +60.4% | +7.2% | +53.2% | +52.0% |
| 1Y | +44.0% | +3.1% | +40.9% | +37.9% |
| All | +44.0% | +3.0% | +41.0% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling