+5,347.8%
EAT vs RL
+1,366.2%
+3,981.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.3% |
| 7D | 0.0% | -0.8% | +0.8% | +0.3% |
| 30D | +1.9% | -7.8% | +9.6% | +5.2% |
| 3M | +68.7% | -4.0% | +72.7% | +71.0% |
| 6M | +66.9% | -1.9% | +68.8% | +66.6% |
| YTD | +60.4% | -0.2% | +60.6% | +58.8% |
| 1Y | +44.0% | +10.7% | +33.3% | +36.1% |
| 3Y | +604.7% | +210.8% | +393.9% | +323.9% |
| 5Y | +347.0% | +238.2% | +108.8% | +159.2% |
| 10Y | +390.8% | +313.4% | +77.4% | +160.1% |
| All | +5,347.8% | +1,366.2% | +3,981.6% | +1,631.4% |
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 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