+1,151.5%
EMR vs RL
+1,476.5%
-325.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.3% |
| 7D | -1.6% | -4.2% | +2.6% | -0.3% |
| 30D | +2.0% | +4.3% | -2.3% | +0.6% |
| 3M | +3.8% | -4.6% | +8.4% | +5.2% |
| 6M | +10.5% | +1.7% | +8.8% | +9.1% |
| YTD | +23.7% | +7.3% | +16.4% | +20.0% |
| 1Y | +25.4% | +20.8% | +4.6% | +17.2% |
| 3Y | +86.6% | +247.0% | -160.4% | +23.5% |
| 5Y | +83.0% | +225.5% | -142.4% | +20.5% |
| 10Y | +319.5% | +363.0% | -43.5% | +132.4% |
| All | +1,151.5% | +1,476.5% | -325.0% | +354.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling