+966.2%
EMR vs RBA
+4,003.4%
-3,037.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | +0.2% |
| 7D | -1.6% | +4.3% | -5.8% | -2.8% |
| 30D | +2.0% | +16.3% | -14.4% | -2.8% |
| 3M | +3.8% | +1.3% | +2.5% | +2.9% |
| 6M | +10.5% | -11.1% | +21.6% | +13.2% |
| YTD | +23.7% | -8.5% | +32.2% | +25.5% |
| 1Y | +25.4% | -2.1% | +27.5% | +24.6% |
| 3Y | +86.6% | +44.6% | +42.0% | +63.4% |
| 5Y | +83.0% | +36.8% | +46.2% | +58.5% |
| 10Y | +319.5% | +227.3% | +92.2% | +170.0% |
| All | +966.2% | +4,003.4% | -3,037.2% | +348.3% |
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