+4.4%
RDW vs EAT
+257.6%
-253.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +4.8% | -6.2% | +11.0% | +7.7% |
| 30D | -19.5% | -3.0% | -16.5% | -19.1% |
| 3M | -26.9% | +45.6% | -72.5% | -39.6% |
| 6M | +17.8% | +53.5% | -35.8% | -7.3% |
| YTD | +43.0% | +49.6% | -6.6% | +14.2% |
| 1Y | +32.1% | +38.9% | -6.8% | +7.9% |
| 3Y | +250.6% | +589.7% | -339.0% | +50.8% |
| 5Y | -6.6% | +318.7% | -325.3% | -59.0% |
| All | +4.4% | +257.6% | -253.2% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling