+32.5%
EMR vs RBA
-4.2%
+36.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.0% | +3.7% |
| 7D | +2.1% | +2.5% | -0.4% | +1.4% |
| 30D | +4.8% | +11.6% | -6.8% | +1.5% |
| 3M | +7.5% | +1.5% | +6.0% | +7.2% |
| 6M | +20.9% | -6.6% | +27.5% | +20.8% |
| YTD | +29.2% | -6.3% | +35.4% | +28.0% |
| All | +32.5% | -4.2% | +36.6% | +29.9% |
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