+11,164.8%
EAT vs DTE
+3,521.9%
+7,642.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.2% | -3.8% |
| 7D | -4.9% | +0.9% | -5.8% | -5.4% |
| 30D | -1.2% | -1.9% | +0.7% | -0.4% |
| 3M | +52.2% | -3.3% | +55.6% | +54.3% |
| 6M | +65.0% | -7.1% | +72.2% | +70.3% |
| YTD | +55.0% | +8.1% | +46.9% | +47.0% |
| 1Y | +42.1% | +5.3% | +36.8% | +36.6% |
| 3Y | +614.7% | +48.2% | +566.5% | +462.2% |
| 5Y | +322.7% | +33.2% | +289.5% | +247.1% |
| 10Y | +382.0% | +137.5% | +244.5% | +212.1% |
| All | +11,164.8% | +3,521.9% | +7,642.8% | +3,207.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling