+322.7%
EAT vs RRC
+153.5%
+169.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -4.9% | -1.2% | -3.7% | -4.7% |
| 30D | -1.2% | +9.4% | -10.6% | -2.8% |
| 3M | +52.2% | +7.4% | +44.9% | +49.9% |
| 6M | +65.0% | +1.5% | +63.6% | +63.5% |
| YTD | +55.0% | +19.4% | +35.6% | +48.1% |
| 1Y | +42.1% | +24.2% | +17.8% | +33.5% |
| 3Y | +614.7% | +32.8% | +581.9% | +554.2% |
| 5Y | +322.7% | +152.9% | +169.8% | +230.8% |
| All | +322.7% | +153.5% | +169.2% | +230.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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