+249.6%
EME vs RL
+211.8%
+37.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +3.0% |
| 7D | +5.2% | +1.9% | +3.3% | +4.3% |
| 30D | -5.4% | -12.2% | +6.9% | -0.3% |
| 3M | -6.1% | -6.6% | +0.5% | -3.8% |
| 6M | +9.7% | +3.2% | +6.5% | +6.8% |
| YTD | +26.6% | -1.3% | +27.9% | +25.2% |
| 1Y | +24.6% | +13.6% | +11.0% | +15.5% |
| 3Y | +249.6% | +210.9% | +38.7% | +130.9% |
| All | +249.6% | +211.8% | +37.8% | +130.9% |
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