+60.2%
EMR vs RDW
+241.5%
-181.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.8% |
| 7D | -0.4% | +0.9% | -1.3% | -0.5% |
| 30D | -6.8% | -21.3% | +14.5% | -4.5% |
| 3M | +7.5% | -37.9% | +45.3% | +11.8% |
| 6M | +9.9% | +12.3% | -2.4% | +4.6% |
| YTD | +16.0% | +39.7% | -23.8% | +5.9% |
| 1Y | +12.4% | +25.7% | -13.2% | +2.4% |
| 3Y | +60.2% | +230.8% | -170.6% | +26.3% |
| All | +60.2% | +241.5% | -181.2% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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