+103.3%
EMR vs RBA
+63.1%
+40.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +2.8% | +1.7% | +1.1% | +2.2% |
| 30D | +3.7% | +8.3% | -4.7% | +0.6% |
| 3M | +2.0% | +10.5% | -8.5% | -1.9% |
| 6M | +22.1% | -5.9% | +28.0% | +22.7% |
| YTD | +27.2% | -6.9% | +34.1% | +28.6% |
| 1Y | +32.0% | -4.9% | +36.9% | +32.2% |
| 3Y | +103.3% | +64.5% | +38.8% | +74.0% |
| All | +103.3% | +63.1% | +40.1% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling