+997.1%
EMR vs RBA
+4,097.8%
-3,100.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -2.0% | +0.6% | -2.6% | -2.1% |
| 30D | +2.8% | +9.0% | -6.1% | +0.1% |
| 3M | +2.0% | +7.2% | -5.2% | -0.5% |
| 6M | +20.7% | -7.8% | +28.5% | +22.3% |
| YTD | +27.3% | -6.4% | +33.7% | +28.3% |
| 1Y | +31.0% | -4.2% | +35.2% | +31.1% |
| 3Y | +103.6% | +64.1% | +39.5% | +72.3% |
| 5Y | +88.6% | +48.4% | +40.2% | +59.5% |
| 10Y | +280.6% | +209.9% | +70.7% | +148.5% |
| All | +997.1% | +4,097.8% | -3,100.6% | +358.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling