+3,238.2%
EAT vs RBA
+4,003.4%
-765.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.5% | -2.4% |
| 7D | -2.6% | +4.3% | -6.9% | -3.9% |
| 30D | +11.5% | +16.3% | -4.8% | +6.1% |
| 3M | -9.1% | +1.3% | -10.4% | -10.0% |
| 6M | +40.4% | -11.1% | +51.5% | +43.5% |
| YTD | +43.9% | -8.5% | +52.4% | +45.1% |
| 1Y | +101.9% | -2.1% | +104.1% | +98.9% |
| 3Y | +489.9% | +44.6% | +445.3% | +405.3% |
| 5Y | +362.6% | +36.8% | +325.8% | +295.8% |
| 10Y | +385.7% | +227.3% | +158.4% | +221.3% |
| All | +3,238.2% | +4,003.4% | -765.2% | +1,534.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling