+128.5%
EEM vs RRX
+228.4%
-99.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.2% |
| 7D | -1.3% | -0.3% | -0.9% | -1.2% |
| 30D | +2.1% | -6.1% | +8.2% | +3.9% |
| 3M | +1.0% | -23.1% | +24.1% | +8.2% |
| 6M | +15.9% | -19.5% | +35.4% | +21.7% |
| YTD | +24.6% | +16.1% | +8.6% | +16.6% |
| 1Y | +32.3% | +12.9% | +19.4% | +24.0% |
| 3Y | +85.9% | +7.9% | +78.0% | +68.2% |
| 5Y | +45.4% | +19.1% | +26.3% | +22.0% |
| All | +128.5% | +228.4% | -99.9% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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