-3.0%
RSG vs EAT
+37.8%
-40.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.7% |
| 7D | 0.0% | -7.7% | +7.7% | 0.0% |
| 30D | +4.0% | -13.6% | +17.5% | +3.9% |
| 3M | +7.4% | +33.9% | -26.5% | +7.7% |
| 6M | +0.1% | +47.2% | -47.1% | +0.5% |
| YTD | +6.0% | +48.1% | -42.0% | +6.3% |
| 1Y | -3.0% | +33.7% | -36.7% | -4.2% |
| All | -3.0% | +37.8% | -40.7% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling