+490.5%
EAT vs RNG
+340.1%
+150.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.5% |
| 7D | -4.0% | +4.6% | -8.6% | -4.7% |
| 30D | -2.9% | +0.4% | -3.3% | -3.2% |
| 3M | -16.9% | +11.4% | -28.3% | -18.7% |
| 6M | +57.0% | +95.7% | -38.7% | +37.9% |
| YTD | +38.2% | +162.9% | -124.7% | +12.1% |
| 1Y | +69.3% | +180.3% | -111.0% | +35.5% |
| 3Y | +483.0% | +188.3% | +294.6% | +348.7% |
| 5Y | +364.1% | -72.5% | +436.7% | +372.5% |
| 10Y | +320.8% | +236.7% | +84.1% | +191.2% |
| All | +490.5% | +340.1% | +150.4% | +288.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling