+14,425.2%
EME vs RBA
+3,565.6%
+10,859.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +1.9% | -2.9% | +4.8% | +2.9% |
| 30D | -8.3% | -12.3% | +4.0% | -4.6% |
| 3M | -10.7% | -20.5% | +9.8% | -5.0% |
| 6M | +1.9% | -18.5% | +20.4% | +7.3% |
| YTD | +23.5% | -18.2% | +41.7% | +29.1% |
| 1Y | +18.0% | -27.5% | +45.5% | +28.0% |
| 3Y | +236.1% | +38.1% | +198.0% | +190.3% |
| 5Y | +527.9% | +44.8% | +483.1% | +416.5% |
| 10Y | +1,252.8% | +187.1% | +1,065.6% | +748.6% |
| All | +14,425.2% | +3,565.6% | +10,859.6% | +5,805.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling