+62.9%
EMR vs RL
+241.4%
-178.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | +3.1% | +1.9% | +1.2% | +2.4% |
| 30D | -3.5% | -12.2% | +8.7% | +0.9% |
| 3M | +9.8% | -6.6% | +16.4% | +12.0% |
| 6M | +10.8% | +3.2% | +7.6% | +8.8% |
| YTD | +15.9% | -1.3% | +17.2% | +15.4% |
| 1Y | +16.4% | +13.6% | +2.8% | +10.0% |
| 3Y | +62.1% | +210.9% | -148.8% | +7.4% |
| 5Y | +62.9% | +246.9% | -183.9% | +0.5% |
| All | +62.9% | +241.4% | -178.5% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 5y: compounded portfolio wealth divided by compounded RL 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…
5y analysis · Full analysis span regression · 6 months rolling