+342.0%
EAT vs RL
+238.1%
+103.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.6% |
| 7D | 0.0% | -0.8% | +0.8% | +0.4% |
| 30D | +1.9% | -7.8% | +9.6% | +6.4% |
| 3M | +68.7% | -4.0% | +72.7% | +71.5% |
| 6M | +66.9% | -1.9% | +68.8% | +65.8% |
| YTD | +60.4% | -0.2% | +60.6% | +57.3% |
| 1Y | +44.0% | +10.7% | +33.3% | +32.2% |
| 3Y | +604.7% | +210.8% | +393.9% | +213.2% |
| All | +342.0% | +238.1% | +103.9% | +70.6% |
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 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