+382.0%
EAT vs RL
+304.3%
+77.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.2% | -2.7% |
| 7D | -4.9% | +1.9% | -6.8% | -6.0% |
| 30D | -1.2% | -12.2% | +11.0% | +6.5% |
| 3M | +52.2% | -6.6% | +58.9% | +57.5% |
| 6M | +65.0% | +3.2% | +61.9% | +59.1% |
| YTD | +55.0% | -1.3% | +56.3% | +53.0% |
| 1Y | +42.1% | +13.6% | +28.5% | +28.2% |
| 3Y | +614.7% | +210.9% | +403.8% | +227.6% |
| 5Y | +322.7% | +246.9% | +75.9% | +76.2% |
| 10Y | +382.0% | +310.1% | +71.9% | +78.6% |
| All | +382.0% | +304.3% | +77.7% | +78.6% |
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