+882.5%
EME vs RL
+342.1%
+540.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | +11.3% | +2.4% | +9.0% | +10.3% |
| 30D | -14.6% | +4.6% | -19.1% | -16.2% |
| 3M | -20.4% | -1.1% | -19.3% | -20.4% |
| 6M | -28.3% | +16.5% | -44.8% | -33.2% |
| YTD | +8.6% | +11.4% | -2.8% | +2.3% |
| 1Y | +3.2% | +16.1% | -12.9% | -4.5% |
| 3Y | +216.8% | +252.6% | -35.9% | +87.2% |
| 5Y | +417.5% | +244.9% | +172.6% | +197.1% |
| All | +882.5% | +342.1% | +540.4% | +386.3% |
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