+379.9%
EAT vs RRX
+9.8%
+370.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.6% | +1.2% |
| 7D | -4.0% | +4.3% | -8.3% | -5.6% |
| 30D | -2.9% | +12.3% | -15.2% | -7.9% |
| 3M | -16.9% | +3.7% | -20.5% | -19.1% |
| 6M | +57.0% | -13.9% | +70.9% | +59.3% |
| YTD | +38.2% | +26.5% | +11.7% | +14.2% |
| 1Y | +69.3% | +29.3% | +40.0% | +37.8% |
| 3Y | +483.0% | +65.6% | +417.4% | +280.8% |
| All | +379.9% | +9.8% | +370.1% | +291.3% |
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