+132.3%
EEM vs RL
+297.6%
-165.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.3% |
| 7D | +2.0% | -0.3% | +2.2% | +2.0% |
| 30D | +5.1% | -17.5% | +22.6% | +10.0% |
| 3M | +4.6% | -14.0% | +18.6% | +8.2% |
| 6M | +17.8% | -2.0% | +19.7% | +17.6% |
| YTD | +25.8% | -4.6% | +30.4% | +26.3% |
| 1Y | +36.4% | +9.5% | +26.9% | +32.2% |
| 3Y | +90.0% | +200.5% | -110.5% | +40.3% |
| 5Y | +46.6% | +226.3% | -179.7% | +3.2% |
| 10Y | +132.3% | +304.8% | -172.5% | +53.8% |
| All | +132.3% | +297.6% | -165.4% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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