+231.3%
EMR vs RNG
+327.7%
-96.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +2.2% |
| 7D | -1.5% | +5.8% | -7.3% | -2.2% |
| 30D | -5.6% | +19.6% | -25.2% | -7.6% |
| 3M | +7.9% | +67.0% | -59.1% | +1.3% |
| 6M | +6.0% | +88.4% | -82.3% | -2.7% |
| YTD | +16.4% | +155.5% | -139.0% | +2.0% |
| 1Y | +16.6% | +141.7% | -125.1% | +2.6% |
| 3Y | +62.9% | +131.1% | -68.2% | +41.1% |
| 5Y | +60.1% | -70.6% | +130.7% | +63.8% |
| 10Y | +268.7% | +228.2% | +40.5% | +150.9% |
| All | +231.3% | +327.7% | -96.5% | +116.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling