+261.9%
EMR vs RNG
+340.1%
-78.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +2.8% | +4.6% | -1.8% | +2.3% |
| 30D | +3.7% | +0.4% | +3.2% | +3.5% |
| 3M | +2.0% | +11.4% | -9.4% | +0.6% |
| 6M | +22.1% | +95.7% | -73.6% | +12.1% |
| YTD | +27.2% | +162.9% | -135.7% | +10.9% |
| 1Y | +32.0% | +180.3% | -148.2% | +14.1% |
| 3Y | +103.3% | +188.3% | -85.1% | +71.9% |
| 5Y | +88.2% | -72.5% | +160.7% | +94.3% |
| 10Y | +280.4% | +236.7% | +43.8% | +157.9% |
| All | +261.9% | +340.1% | -78.2% | +135.5% |
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