+5.0%
EME vs RNG
+68.7%
-63.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.7% | -2.6% |
| 7D | +2.7% | -4.1% | +6.8% | +2.1% |
| 30D | -6.8% | +8.6% | -15.4% | -5.4% |
| 3M | -8.8% | +78.0% | -86.8% | -0.9% |
| 6M | +5.0% | +67.0% | -62.0% | +13.1% |
| All | +5.0% | +68.7% | -63.7% | +13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling