+47.0%
EEM vs RL
+241.4%
-194.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | +3.1% | +1.9% | +1.2% | +2.6% |
| 30D | +4.9% | -12.2% | +17.1% | +8.2% |
| 3M | +5.2% | -6.6% | +11.9% | +6.8% |
| 6M | +20.7% | +3.2% | +17.5% | +19.0% |
| YTD | +26.5% | -1.3% | +27.8% | +25.8% |
| 1Y | +37.8% | +13.6% | +24.3% | +32.2% |
| 3Y | +91.0% | +210.9% | -119.9% | +36.3% |
| 5Y | +47.0% | +246.9% | -199.8% | -0.4% |
| All | +47.0% | +241.4% | -194.4% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling