+851.2%
EEM vs RRX
+1,381.1%
-529.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.6% |
| 7D | +2.0% | -0.7% | +2.7% | +2.3% |
| 30D | +5.1% | -8.0% | +13.0% | +8.8% |
| 3M | +4.6% | -25.1% | +29.6% | +16.7% |
| 6M | +17.8% | -18.3% | +36.0% | +25.0% |
| YTD | +25.8% | +14.2% | +11.7% | +13.6% |
| 1Y | +36.4% | +13.0% | +23.4% | +22.3% |
| 3Y | +90.0% | +4.2% | +85.8% | +61.9% |
| 5Y | +46.6% | +17.9% | +28.7% | +10.6% |
| 10Y | +132.3% | +220.4% | -88.2% | -8.7% |
| All | +851.2% | +1,381.1% | -529.9% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling