+28.0%
EMR vs RBA
-5.6%
+33.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | +2.1% | +6.8% | -4.8% | +0.2% |
| 3M | +2.3% | +9.5% | -7.2% | -0.5% |
| 6M | +22.5% | -8.2% | +30.7% | +23.0% |
| YTD | +27.2% | -7.7% | +34.9% | +26.9% |
| 1Y | +28.0% | -6.9% | +34.9% | +27.0% |
| All | +28.0% | -5.6% | +33.6% | +27.0% |
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