+273.0%
EMR vs RNG
+222.9%
+50.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.7% | +2.6% |
| 7D | -0.4% | -6.1% | +5.7% | +0.2% |
| 30D | -6.8% | +9.6% | -16.4% | -7.8% |
| 3M | +7.5% | +83.3% | -75.9% | 0.0% |
| 6M | +9.9% | +77.9% | -68.1% | +1.7% |
| YTD | +16.0% | +139.9% | -124.0% | +2.5% |
| 1Y | +12.4% | +121.7% | -109.2% | +0.1% |
| 3Y | +60.2% | +121.9% | -61.6% | +39.6% |
| 5Y | +67.9% | -68.4% | +136.2% | +69.1% |
| All | +273.0% | +222.9% | +50.1% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling