+319.9%
EAT vs DTE
+32.9%
+287.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.4% | -2.9% |
| 7D | -6.8% | 0.0% | -6.8% | -6.8% |
| 30D | -5.4% | -0.5% | -4.8% | -5.3% |
| 3M | +42.8% | -6.0% | +48.8% | +45.4% |
| 6M | +56.5% | -7.2% | +63.7% | +59.9% |
| YTD | +50.0% | +7.2% | +42.9% | +44.5% |
| 1Y | +38.3% | +4.1% | +34.2% | +34.8% |
| 3Y | +591.6% | +46.9% | +544.8% | +472.0% |
| All | +319.9% | +32.9% | +287.0% | +258.0% |
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