-6.1%
RDW vs EAT
+313.1%
-319.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.8% |
| 7D | +0.9% | -7.7% | +8.6% | +4.8% |
| 30D | -21.3% | -13.6% | -7.7% | -15.8% |
| 3M | -37.9% | +33.9% | -71.7% | -47.7% |
| 6M | +12.3% | +47.2% | -34.9% | -12.4% |
| YTD | +39.7% | +48.1% | -8.3% | +9.0% |
| 1Y | +25.7% | +33.7% | -8.0% | +2.0% |
| 3Y | +230.8% | +595.8% | -364.9% | +20.8% |
| All | -6.1% | +313.1% | -319.2% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling