+18,370.0%
EME vs RL
+1,517.3%
+16,852.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.1% |
| 7D | +8.4% | +2.6% | +5.8% | +7.5% |
| 30D | -11.5% | +2.9% | -14.4% | -12.5% |
| 3M | -20.6% | 0.0% | -20.6% | -20.9% |
| 6M | -28.5% | +17.1% | -45.6% | -32.9% |
| YTD | +8.0% | +10.1% | -2.1% | +3.0% |
| 1Y | +6.8% | +17.3% | -10.6% | -0.5% |
| 3Y | +213.9% | +249.3% | -35.4% | +98.8% |
| 5Y | +414.8% | +240.9% | +173.9% | +218.8% |
| 10Y | +916.9% | +337.3% | +579.7% | +439.0% |
| All | +18,370.0% | +1,517.3% | +16,852.7% | +6,369.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling