+372.3%
EAT vs DTE
+141.0%
+231.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.7% |
| 7D | -6.2% | -2.0% | -4.2% | -4.7% |
| 30D | -3.0% | -2.4% | -0.6% | -1.2% |
| 3M | +45.6% | -7.3% | +52.9% | +53.7% |
| 6M | +53.5% | -7.6% | +61.2% | +61.5% |
| YTD | +49.6% | +5.8% | +43.8% | +39.4% |
| 1Y | +38.9% | +2.3% | +36.6% | +32.9% |
| 3Y | +589.7% | +45.0% | +544.6% | +362.9% |
| 5Y | +318.7% | +33.2% | +285.5% | +189.9% |
| All | +372.3% | +141.0% | +231.3% | +135.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling