+86.6%
EMR vs RRC
+36.3%
+50.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | +0.3% |
| 7D | -1.6% | -10.8% | +9.2% | +0.1% |
| 30D | +2.0% | +22.3% | -20.4% | -1.7% |
| 3M | +3.8% | +26.6% | -22.8% | -0.7% |
| 6M | +10.5% | +18.9% | -8.4% | +6.7% |
| YTD | +23.7% | +39.2% | -15.5% | +13.3% |
| 1Y | +25.4% | +34.0% | -8.5% | +15.9% |
| 3Y | +86.6% | +42.0% | +44.5% | +74.4% |
| All | +86.6% | +36.3% | +50.3% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling