+420.8%
RSG vs EAT
+374.9%
+45.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | 0.0% | -7.7% | +7.7% | +0.6% |
| 30D | +4.0% | -13.6% | +17.5% | +5.1% |
| 3M | +7.4% | +33.9% | -26.5% | +4.7% |
| 6M | +0.1% | +47.2% | -47.1% | -3.5% |
| YTD | +6.0% | +48.1% | -42.0% | +2.0% |
| 1Y | -3.0% | +33.7% | -36.7% | -6.1% |
| 3Y | +56.5% | +595.8% | -539.3% | +27.7% |
| 5Y | +90.9% | +314.4% | -223.4% | +59.8% |
| All | +420.8% | +374.9% | +45.9% | +301.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling