+312.6%
EAT vs RNG
-70.2%
+382.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.1% |
| 7D | -6.8% | -4.1% | -2.7% | -6.1% |
| 30D | -5.4% | +8.6% | -14.0% | -7.2% |
| 3M | +42.8% | +78.0% | -35.2% | +25.2% |
| 6M | +56.5% | +67.0% | -10.5% | +36.9% |
| YTD | +50.0% | +142.4% | -92.4% | +17.1% |
| 1Y | +38.3% | +120.4% | -82.2% | +10.2% |
| 3Y | +591.6% | +122.1% | +469.5% | +419.4% |
| 5Y | +312.6% | -69.8% | +382.5% | +326.1% |
| All | +312.6% | -70.2% | +382.8% | +326.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling