+29.7%
EMB vs RL
+304.3%
-274.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +0.3% | +1.9% | -1.6% | +0.1% |
| 30D | -0.5% | -12.2% | +11.7% | +0.6% |
| 3M | +0.3% | -6.6% | +7.0% | +0.8% |
| 6M | +1.2% | +3.2% | -2.0% | +0.6% |
| YTD | +1.5% | -1.3% | +2.8% | +1.2% |
| 1Y | +4.8% | +13.6% | -8.8% | +3.2% |
| 3Y | +30.4% | +210.9% | -180.5% | +16.1% |
| 5Y | +7.3% | +246.9% | -239.6% | -6.5% |
| 10Y | +29.7% | +310.1% | -280.4% | +11.0% |
| All | +29.7% | +304.3% | -274.6% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling