+284.5%
EMR vs RRC
+60.0%
+224.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.4% |
| 7D | +2.1% | -10.3% | +12.5% | +3.9% |
| 30D | +4.8% | +19.5% | -14.7% | +1.5% |
| 3M | +7.5% | +27.9% | -20.4% | +2.8% |
| 6M | +20.9% | +21.2% | -0.3% | +16.2% |
| YTD | +29.2% | +39.6% | -10.4% | +20.7% |
| 1Y | +33.0% | +31.3% | +1.7% | +25.4% |
| 3Y | +109.8% | +51.9% | +57.8% | +90.8% |
| 5Y | +91.9% | +110.2% | -18.2% | +60.0% |
| All | +284.5% | +60.0% | +224.5% | +160.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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