+12,606.1%
EME vs RBA
+4,075.0%
+8,531.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.8% |
| 7D | +8.4% | +1.7% | +6.6% | +7.8% |
| 30D | -11.5% | +8.3% | -19.8% | -14.0% |
| 3M | -20.6% | +10.5% | -31.2% | -23.6% |
| 6M | -28.5% | -5.9% | -22.6% | -28.3% |
| YTD | +8.0% | -6.9% | +14.9% | +7.8% |
| 1Y | +6.8% | -4.9% | +11.6% | +5.8% |
| 3Y | +213.9% | +64.5% | +149.4% | +156.0% |
| 5Y | +414.8% | +46.1% | +368.7% | +322.1% |
| 10Y | +916.9% | +208.2% | +708.7% | +521.1% |
| All | +12,606.1% | +4,075.0% | +8,531.2% | +4,832.7% |
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