+213.9%
EME vs RL
+250.5%
-36.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | 0.0% |
| 7D | +8.4% | +2.6% | +5.8% | +7.3% |
| 30D | -11.5% | +2.9% | -14.4% | -12.8% |
| 3M | -20.6% | 0.0% | -20.6% | -20.9% |
| 6M | -28.5% | +17.1% | -45.6% | -33.9% |
| YTD | +8.0% | +10.1% | -2.1% | +1.7% |
| 1Y | +6.8% | +17.3% | -10.6% | -2.5% |
| 3Y | +213.9% | +249.3% | -35.4% | +102.3% |
| All | +213.9% | +250.5% | -36.6% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling