+3,620.4%
EAT vs RBA
+3,565.5%
+54.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | 0.0% | -2.9% | +2.9% | +0.9% |
| 30D | +1.9% | -12.3% | +14.2% | +5.8% |
| 3M | +68.7% | -20.5% | +89.2% | +79.3% |
| 6M | +66.9% | -18.5% | +85.4% | +75.7% |
| YTD | +60.4% | -18.2% | +78.6% | +68.1% |
| 1Y | +44.0% | -27.5% | +71.5% | +56.6% |
| 3Y | +604.7% | +38.1% | +566.6% | +512.6% |
| 5Y | +347.0% | +44.8% | +302.2% | +276.5% |
| 10Y | +390.8% | +187.1% | +203.6% | +238.6% |
| All | +3,620.4% | +3,565.5% | +54.9% | +1,792.9% |
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