+43.8%
EAT vs RRC
+25.7%
+18.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +3.0% |
| 7D | -8.9% | -0.5% | -8.5% | -8.9% |
| 30D | +3.4% | +25.2% | -21.8% | +8.0% |
| 3M | -9.3% | +27.8% | -37.1% | -4.6% |
| 6M | +43.8% | +27.2% | +16.6% | +43.9% |
| All | +43.8% | +25.7% | +18.0% | +43.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling