+1,980.5%
EME vs RNG
+305.9%
+1,674.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.7% | -2.4% |
| 7D | +2.7% | -4.1% | +6.8% | +3.1% |
| 30D | -6.8% | +8.6% | -15.4% | -7.7% |
| 3M | -8.8% | +78.0% | -86.8% | -15.1% |
| 6M | +5.0% | +67.0% | -62.0% | -2.2% |
| YTD | +23.5% | +142.4% | -118.9% | +8.6% |
| 1Y | +21.3% | +120.4% | -99.1% | +7.8% |
| 3Y | +241.1% | +122.1% | +118.9% | +194.7% |
| 5Y | +549.2% | -69.8% | +619.0% | +581.0% |
| 10Y | +1,306.4% | +223.4% | +1,083.0% | +804.5% |
| All | +1,980.5% | +305.9% | +1,674.6% | +1,171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling