+280.3%
EMR vs RBA
+204.3%
+76.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | +2.7% | -0.5% | +3.2% | +2.9% |
| 30D | +2.1% | +6.8% | -4.8% | -0.4% |
| 3M | +2.3% | +9.5% | -7.2% | -1.3% |
| 6M | +22.5% | -8.2% | +30.7% | +24.5% |
| YTD | +27.2% | -7.7% | +34.9% | +28.9% |
| 1Y | +28.0% | -6.9% | +34.9% | +29.3% |
| 3Y | +103.4% | +61.6% | +41.8% | +68.3% |
| 5Y | +88.2% | +44.7% | +43.4% | +56.6% |
| All | +280.3% | +204.3% | +76.0% | +107.5% |
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