+3,189.1%
EAT vs RBA
+4,102.2%
-913.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -2.2% |
| 7D | -3.9% | +2.5% | -6.4% | -4.7% |
| 30D | +5.0% | +11.6% | -6.6% | +1.2% |
| 3M | -9.6% | +1.5% | -11.1% | -10.6% |
| 6M | +46.8% | -6.6% | +53.4% | +47.6% |
| YTD | +41.8% | -6.3% | +48.1% | +41.9% |
| 1Y | +98.3% | -4.0% | +102.2% | +96.6% |
| 3Y | +503.1% | +47.3% | +455.8% | +413.5% |
| 5Y | +356.7% | +47.7% | +309.0% | +281.4% |
| 10Y | +349.8% | +224.7% | +125.1% | +197.3% |
| All | +3,189.1% | +4,102.2% | -913.1% | +1,498.1% |
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 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