+379.9%
EAT vs RL
+239.2%
+140.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +1.0% |
| 7D | -4.0% | +2.6% | -6.6% | -5.6% |
| 30D | -2.9% | +2.9% | -5.8% | -4.8% |
| 3M | -16.9% | 0.0% | -16.9% | -17.3% |
| 6M | +57.0% | +17.1% | +39.9% | +41.0% |
| YTD | +38.2% | +10.1% | +28.1% | +27.5% |
| 1Y | +69.3% | +17.3% | +52.0% | +50.3% |
| 3Y | +483.0% | +249.3% | +233.6% | +133.9% |
| All | +379.9% | +239.2% | +140.7% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling