+310.8%
EAT vs RL
+337.1%
-26.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +1.0% |
| 7D | -4.0% | +2.6% | -6.6% | -5.7% |
| 30D | -2.9% | +2.9% | -5.8% | -4.9% |
| 3M | -16.9% | 0.0% | -16.9% | -17.3% |
| 6M | +57.0% | +17.1% | +39.9% | +40.7% |
| YTD | +38.2% | +10.1% | +28.1% | +27.3% |
| 1Y | +69.3% | +17.3% | +52.0% | +50.0% |
| 3Y | +483.0% | +249.3% | +233.6% | +148.3% |
| 5Y | +364.1% | +240.9% | +123.2% | +96.2% |
| All | +310.8% | +337.1% | -26.2% | +45.1% |
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