+349.8%
EAT vs RL
+397.7%
-47.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.8% | -7.3% | -4.9% |
| 7D | -3.9% | +0.2% | -4.2% | -4.3% |
| 30D | +5.0% | +7.3% | -2.4% | +0.4% |
| 3M | -9.6% | +1.0% | -10.7% | -10.6% |
| 6M | +46.8% | +11.8% | +35.0% | +35.3% |
| YTD | +41.8% | +13.6% | +28.2% | +28.4% |
| 1Y | +98.3% | +24.0% | +74.3% | +70.2% |
| 3Y | +503.1% | +256.6% | +246.5% | +154.0% |
| 5Y | +356.7% | +240.2% | +116.4% | +93.4% |
| 10Y | +349.8% | +373.0% | -23.2% | +54.1% |
| All | +349.8% | +397.7% | -47.9% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling