+595.8%
EAT vs DTE
+43.4%
+552.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -7.7% | -2.6% | -5.1% | -7.1% |
| 30D | -13.6% | -4.4% | -9.2% | -12.7% |
| 3M | +33.9% | -8.3% | +42.2% | +36.4% |
| 6M | +47.2% | -8.1% | +55.3% | +49.7% |
| YTD | +48.1% | +4.4% | +43.6% | +44.1% |
| 1Y | +33.7% | +0.2% | +33.5% | +32.1% |
| 3Y | +595.8% | +42.6% | +553.2% | +476.4% |
| All | +595.8% | +43.4% | +552.4% | +476.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling