+377.9%
EAT vs RL
+356.1%
+21.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.1% |
| 7D | -2.6% | -4.2% | +1.5% | -0.2% |
| 30D | +11.5% | +4.3% | +7.2% | +8.7% |
| 3M | -9.1% | -4.6% | -4.5% | -6.9% |
| 6M | +40.4% | +1.7% | +38.7% | +36.9% |
| YTD | +43.9% | +7.3% | +36.6% | +34.9% |
| 1Y | +101.9% | +20.8% | +81.1% | +76.2% |
| 3Y | +489.9% | +247.0% | +242.9% | +152.2% |
| 5Y | +362.6% | +225.5% | +137.2% | +101.3% |
| All | +377.9% | +356.1% | +21.8% | +68.8% |
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