+11,556.1%
EAT vs RRC
+1,202.2%
+10,353.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | 0.0% | +1.3% | -1.3% | -0.1% |
| 30D | +1.9% | +10.1% | -8.2% | +0.8% |
| 3M | +68.7% | +4.0% | +64.7% | +67.6% |
| 6M | +66.9% | +1.6% | +65.3% | +66.0% |
| YTD | +60.4% | +19.7% | +40.7% | +56.4% |
| 1Y | +44.0% | +21.4% | +22.6% | +39.7% |
| 3Y | +604.7% | +29.7% | +575.0% | +575.0% |
| 5Y | +347.0% | +153.9% | +193.2% | +290.6% |
| 10Y | +390.8% | +10.8% | +379.9% | +316.8% |
| All | +11,556.1% | +1,202.2% | +10,353.9% | +8,122.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling