+4,788.1%
EAT vs RL
+1,476.5%
+3,311.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.3% |
| 7D | -2.6% | -4.2% | +1.5% | -0.9% |
| 30D | +11.5% | +4.3% | +7.2% | +9.6% |
| 3M | -9.1% | -4.6% | -4.5% | -7.4% |
| 6M | +40.4% | +1.7% | +38.7% | +38.3% |
| YTD | +43.9% | +7.3% | +36.6% | +38.2% |
| 1Y | +101.9% | +20.8% | +81.1% | +84.6% |
| 3Y | +489.9% | +247.0% | +242.9% | +238.9% |
| 5Y | +362.6% | +225.5% | +137.2% | +172.9% |
| 10Y | +385.7% | +363.0% | +22.7% | +146.6% |
| All | +4,788.1% | +1,476.5% | +3,311.6% | +1,406.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling