+90.9%
EAT vs RL
+22.3%
+68.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.8% | -7.3% | -4.1% |
| 7D | -3.9% | +0.2% | -4.2% | -4.1% |
| 30D | +5.0% | +7.3% | -2.4% | +1.6% |
| 3M | -9.6% | +1.0% | -10.7% | -10.2% |
| 6M | +46.8% | +11.8% | +35.0% | +38.1% |
| YTD | +41.8% | +13.6% | +28.2% | +31.0% |
| All | +90.9% | +22.3% | +68.6% | +71.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling