+301.5%
EMR vs RBA
+236.6%
+65.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.0% | +3.6% |
| 7D | +2.1% | +2.5% | -0.4% | +1.3% |
| 30D | +4.8% | +11.6% | -6.8% | +0.7% |
| 3M | +7.5% | +1.5% | +6.0% | +6.4% |
| 6M | +20.9% | -6.6% | +27.5% | +22.1% |
| YTD | +29.2% | -6.3% | +35.4% | +30.2% |
| 1Y | +33.0% | -4.0% | +36.9% | +32.9% |
| 3Y | +109.8% | +47.3% | +62.5% | +78.4% |
| 5Y | +91.9% | +47.7% | +44.3% | +58.4% |
| 10Y | +301.5% | +224.7% | +76.8% | +112.4% |
| All | +301.5% | +236.6% | +65.0% | +112.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling