+99.8%
EMR vs RDW
+1.6%
+98.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.5% |
| 7D | -1.2% | +4.8% | -6.0% | -1.7% |
| 30D | -9.4% | -19.5% | +10.1% | -7.7% |
| 3M | +8.6% | -26.9% | +35.5% | +10.7% |
| 6M | +6.7% | +17.8% | -11.1% | +2.1% |
| YTD | +13.1% | +43.0% | -30.0% | +4.8% |
| 1Y | +12.7% | +32.1% | -19.3% | +4.0% |
| 3Y | +58.1% | +250.6% | -192.6% | +29.9% |
| 5Y | +63.6% | -6.6% | +70.3% | +36.1% |
| All | +99.8% | +1.6% | +98.2% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling