+21,014.2%
EME vs RL
+1,366.2%
+19,648.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.0% |
| 7D | +1.9% | -0.8% | +2.7% | +2.2% |
| 30D | -8.3% | -7.8% | -0.5% | -5.9% |
| 3M | -10.7% | -4.0% | -6.8% | -9.8% |
| 6M | +1.9% | -1.9% | +3.8% | +1.6% |
| YTD | +23.5% | -0.2% | +23.6% | +22.1% |
| 1Y | +18.0% | +10.7% | +7.3% | +12.5% |
| 3Y | +236.1% | +210.8% | +25.3% | +121.9% |
| 5Y | +527.9% | +238.2% | +289.6% | +289.7% |
| 10Y | +1,252.8% | +313.4% | +939.4% | +633.1% |
| All | +21,014.2% | +1,366.2% | +19,648.0% | +7,567.0% |
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