+585.5%
EAT vs RNG
+327.7%
+257.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.2% |
| 7D | 0.0% | +5.8% | -5.8% | -1.0% |
| 30D | +1.9% | +19.6% | -17.7% | -1.3% |
| 3M | +68.7% | +67.0% | +1.6% | +53.2% |
| 6M | +66.9% | +88.4% | -21.5% | +46.7% |
| YTD | +60.4% | +155.5% | -95.1% | +31.1% |
| 1Y | +44.0% | +141.7% | -97.7% | +18.6% |
| 3Y | +604.7% | +131.1% | +473.6% | +464.2% |
| 5Y | +347.0% | -70.6% | +417.6% | +351.7% |
| 10Y | +390.8% | +228.2% | +162.5% | +241.9% |
| All | +585.5% | +327.7% | +257.7% | +354.2% |
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