+253.5%
EME vs RNG
+119.8%
+133.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +3.5% | -6.1% | +9.6% | +3.7% |
| 30D | -6.3% | +9.6% | -15.9% | -6.6% |
| 3M | -3.8% | +83.3% | -87.1% | -6.9% |
| 6M | +8.5% | +77.9% | -69.4% | +4.7% |
| YTD | +27.8% | +139.9% | -112.1% | +18.3% |
| 1Y | +22.2% | +121.7% | -99.4% | +14.1% |
| 3Y | +253.5% | +121.9% | +131.6% | +227.9% |
| All | +253.5% | +119.8% | +133.7% | +227.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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