+342.0%
EAT vs RBA
+45.3%
+296.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | 0.0% | -2.9% | +2.9% | +1.0% |
| 30D | +1.9% | -12.3% | +14.2% | +6.3% |
| 3M | +68.7% | -20.5% | +89.2% | +80.2% |
| 6M | +66.9% | -18.5% | +85.4% | +76.1% |
| YTD | +60.4% | -18.2% | +78.6% | +68.1% |
| 1Y | +44.0% | -27.5% | +71.5% | +58.1% |
| 3Y | +604.7% | +38.1% | +566.6% | +481.1% |
| All | +342.0% | +45.3% | +296.7% | +250.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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