+230.8%
RDW vs EAT
+578.9%
-348.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.8% |
| 7D | +0.9% | -7.7% | +8.6% | +5.0% |
| 30D | -21.3% | -13.6% | -7.7% | -15.5% |
| 3M | -37.9% | +33.9% | -71.7% | -48.5% |
| 6M | +12.3% | +47.2% | -34.9% | -14.6% |
| YTD | +39.7% | +48.1% | -8.3% | +6.1% |
| 1Y | +25.7% | +33.7% | -8.0% | +0.4% |
| 3Y | +230.8% | +595.8% | -364.9% | -3.6% |
| All | +230.8% | +578.9% | -348.0% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 3y: compounded portfolio wealth divided by compounded EAT 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…
3y analysis · Full analysis span regression · 6 months rolling