+62,321.4%
EME vs RRC
+962.6%
+61,358.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | +5.2% | -1.2% | +6.4% | +5.4% |
| 30D | -5.4% | +9.4% | -14.8% | -6.8% |
| 3M | -6.1% | +7.4% | -13.5% | -7.5% |
| 6M | +9.7% | +1.5% | +8.2% | +8.7% |
| YTD | +26.6% | +19.4% | +7.2% | +22.1% |
| 1Y | +24.6% | +24.2% | +0.4% | +19.2% |
| 3Y | +249.6% | +32.8% | +216.8% | +229.1% |
| 5Y | +556.6% | +152.9% | +403.6% | +438.0% |
| 10Y | +1,286.6% | +3.9% | +1,282.8% | +1,036.3% |
| All | +62,321.4% | +962.6% | +61,358.8% | +46,440.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling