+19.1%
EME vs RBA
-29.4%
+48.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -2.5% |
| 7D | +2.7% | -1.9% | +4.6% | +2.7% |
| 30D | -6.8% | -13.0% | +6.2% | -6.8% |
| 3M | -8.8% | -23.1% | +14.3% | -9.5% |
| 6M | +5.0% | -22.6% | +27.6% | +3.7% |
| YTD | +23.5% | -20.4% | +43.9% | +22.6% |
| All | +19.1% | -29.4% | +48.6% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling