+741.3%
EEM vs RL
+2,268.7%
-1,527.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.9% |
| 7D | -0.9% | +1.3% | -2.2% | -1.4% |
| 30D | -9.3% | +7.6% | -17.0% | -11.9% |
| 3M | -7.1% | -1.5% | -5.5% | -7.0% |
| 6M | -10.4% | +12.1% | -22.5% | -15.1% |
| YTD | +11.3% | +13.9% | -2.6% | +4.4% |
| 1Y | +11.3% | +20.7% | -9.4% | +1.9% |
| 3Y | +69.6% | +260.6% | -190.9% | -1.6% |
| 5Y | +33.6% | +248.9% | -215.2% | -24.8% |
| 10Y | +114.1% | +355.9% | -241.8% | -7.7% |
| All | +741.3% | +2,268.7% | -1,527.4% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling