+319.9%
EAT vs RRX
+17.8%
+302.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -2.4% |
| 7D | -7.7% | -0.3% | -7.4% | -7.6% |
| 30D | -13.6% | -6.1% | -7.4% | -11.7% |
| 3M | +33.9% | -23.1% | +56.9% | +43.9% |
| 6M | +47.2% | -19.5% | +66.7% | +52.7% |
| YTD | +48.1% | +16.1% | +32.0% | +28.5% |
| 1Y | +33.7% | +12.9% | +20.8% | +16.0% |
| 3Y | +595.8% | +7.9% | +587.8% | +482.0% |
| All | +319.9% | +17.8% | +302.0% | +236.1% |
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