+318.7%
EAT vs RRX
+14.8%
+303.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.4% |
| 7D | -6.2% | -3.7% | -2.5% | -4.8% |
| 30D | -3.0% | -9.3% | +6.3% | +0.5% |
| 3M | +45.6% | -21.8% | +67.4% | +55.4% |
| 6M | +53.5% | -22.0% | +75.6% | +61.2% |
| YTD | +49.6% | +11.9% | +37.6% | +31.6% |
| 1Y | +38.9% | +11.6% | +27.3% | +20.9% |
| 3Y | +589.7% | +2.2% | +587.5% | +491.7% |
| 5Y | +318.7% | +14.9% | +303.8% | +239.4% |
| All | +318.7% | +14.8% | +303.9% | +239.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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