+83.4%
EMR vs RL
+226.8%
-143.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.4% |
| 7D | -1.6% | -4.2% | +2.6% | 0.0% |
| 30D | +2.0% | +4.3% | -2.3% | +0.3% |
| 3M | +3.8% | -4.6% | +8.4% | +5.4% |
| 6M | +10.5% | +1.7% | +8.8% | +8.8% |
| YTD | +23.7% | +7.3% | +16.4% | +19.1% |
| 1Y | +25.4% | +20.8% | +4.6% | +15.4% |
| 3Y | +86.6% | +247.0% | -160.4% | +14.6% |
| All | +83.4% | +226.8% | -143.5% | +13.2% |
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