+10,204.8%
EAT vs RRC
+1,418.2%
+8,786.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.5% |
| 7D | -3.9% | -10.3% | +6.4% | -2.8% |
| 30D | +5.0% | +19.5% | -14.5% | +2.8% |
| 3M | -9.6% | +27.9% | -37.5% | -12.2% |
| 6M | +46.8% | +21.2% | +25.6% | +43.0% |
| YTD | +41.8% | +39.6% | +2.2% | +35.7% |
| 1Y | +98.3% | +31.3% | +67.0% | +90.7% |
| 3Y | +503.1% | +51.9% | +451.1% | +467.2% |
| 5Y | +356.7% | +110.2% | +246.5% | +306.4% |
| 10Y | +349.8% | +56.7% | +293.1% | +269.6% |
| All | +10,204.8% | +1,418.2% | +8,786.6% | +7,032.3% |
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