-2.1%
EME vs RL
+34.3%
-36.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.5% | -14.1% | -10.9% |
| 7D | -5.8% | +5.8% | -11.6% | -7.5% |
| 30D | -17.9% | +12.7% | -30.6% | -21.1% |
| 3M | -22.0% | +9.3% | -31.3% | -24.5% |
| 6M | -29.7% | +16.9% | -46.6% | -33.3% |
| YTD | +4.7% | +17.5% | -12.8% | -2.7% |
| 1Y | -2.1% | +34.6% | -36.8% | -16.2% |
| All | -2.1% | +34.3% | -36.5% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling