+69.3%
EAT vs RNG
+176.7%
-107.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.4% |
| 7D | -4.0% | +4.6% | -8.6% | -3.9% |
| 30D | -2.9% | +0.4% | -3.3% | -2.8% |
| 3M | -16.9% | +11.4% | -28.3% | -16.6% |
| 6M | +57.0% | +95.7% | -38.7% | +60.4% |
| YTD | +38.2% | +162.9% | -124.7% | +44.9% |
| 1Y | +69.3% | +180.3% | -111.0% | +74.3% |
| All | +69.3% | +176.7% | -107.4% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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