+60,316.8%
EME vs RRX
+1,961.0%
+58,355.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | +0.1% |
| 7D | +0.9% | -3.7% | +4.7% | +2.8% |
| 30D | -8.4% | -9.3% | +0.9% | -4.1% |
| 3M | -3.6% | -21.8% | +18.2% | +7.1% |
| 6M | +3.6% | -22.0% | +25.6% | +14.0% |
| YTD | +22.5% | +11.9% | +10.6% | +12.6% |
| 1Y | +18.2% | +11.6% | +6.6% | +8.3% |
| 3Y | +238.4% | +2.2% | +236.2% | +204.5% |
| 5Y | +550.5% | +14.9% | +535.7% | +433.2% |
| 10Y | +1,295.3% | +214.2% | +1,081.1% | +592.5% |
| All | +60,316.8% | +1,961.0% | +58,355.8% | +11,953.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling