+1,984.4%
RSG vs EAT
+3,704.3%
-1,719.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | 0.0% |
| 7D | -0.7% | -4.9% | +4.2% | -0.1% |
| 30D | +3.3% | -1.2% | +4.5% | +3.3% |
| 3M | +8.5% | +52.2% | -43.8% | +2.0% |
| 6M | -3.5% | +65.0% | -68.6% | -11.0% |
| YTD | +5.5% | +55.0% | -49.5% | -2.1% |
| 1Y | -1.7% | +42.1% | -43.8% | -8.1% |
| 3Y | +56.9% | +614.7% | -557.8% | +11.7% |
| 5Y | +89.4% | +322.7% | -233.3% | +40.3% |
| 10Y | +412.5% | +382.0% | +30.5% | +227.5% |
| All | +1,984.4% | +3,704.3% | -1,719.9% | +716.6% |
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 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