+379.9%
EAT vs DTE
+46.4%
+333.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -4.0% | +3.4% | -7.4% | -5.1% |
| 30D | -2.9% | +8.9% | -11.8% | -5.6% |
| 3M | -16.9% | +1.1% | -17.9% | -17.2% |
| 6M | +57.0% | +0.1% | +56.9% | +56.2% |
| YTD | +38.2% | +11.1% | +27.1% | +31.3% |
| 1Y | +69.3% | +4.9% | +64.3% | +64.6% |
| 3Y | +483.0% | +58.6% | +424.4% | +364.1% |
| All | +379.9% | +46.4% | +333.5% | +284.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling