+213.9%
EME vs RRC
+60.0%
+153.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +8.4% | +6.4% | +2.0% | +6.7% |
| 30D | -11.5% | +23.9% | -35.4% | -16.3% |
| 3M | -20.6% | +30.2% | -50.8% | -26.2% |
| 6M | -28.5% | +26.3% | -54.7% | -33.1% |
| YTD | +8.0% | +48.1% | -40.1% | -5.8% |
| 1Y | +6.8% | +37.7% | -30.9% | -4.6% |
| 3Y | +213.9% | +60.3% | +153.6% | +169.6% |
| All | +213.9% | +60.0% | +153.9% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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