+25.7%
EMR vs RBA
-2.0%
+27.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.4% | +1.9% |
| 7D | +1.6% | +12.7% | -11.0% | -1.7% |
| 30D | +5.0% | +15.5% | -10.5% | +0.8% |
| 3M | +7.7% | -14.0% | +21.7% | +12.9% |
| 6M | +26.8% | -8.8% | +35.6% | +28.2% |
| YTD | +29.9% | -6.9% | +36.8% | +31.0% |
| 1Y | +25.7% | -3.0% | +28.7% | +24.6% |
| All | +25.7% | -2.0% | +27.7% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling