+5.0%
EME vs RRX
-12.9%
+17.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -1.2% |
| 7D | +2.7% | -0.7% | +3.4% | +3.1% |
| 30D | -6.8% | -8.0% | +1.2% | -2.9% |
| 3M | -8.8% | -25.1% | +16.2% | +2.7% |
| 6M | +5.0% | -18.3% | +23.3% | +11.5% |
| All | +5.0% | -12.9% | +17.9% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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