+854.3%
EEM vs RRC
+1,146.8%
-292.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +2.3% | +1.3% | +1.0% | +2.0% |
| 30D | +4.5% | +10.1% | -5.6% | +2.3% |
| 3M | -0.1% | +4.0% | -4.1% | -1.3% |
| 6M | +16.9% | +1.6% | +15.4% | +15.6% |
| YTD | +26.2% | +19.7% | +6.5% | +20.0% |
| 1Y | +40.5% | +21.4% | +19.1% | +32.6% |
| 3Y | +86.2% | +29.7% | +56.5% | +69.0% |
| 5Y | +45.5% | +153.9% | -108.4% | +4.7% |
| 10Y | +128.6% | +10.8% | +117.8% | +70.9% |
| All | +854.3% | +1,146.8% | -292.5% | +228.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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