+63.6%
EMR vs RRC
+154.2%
-90.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.9% |
| 7D | -1.5% | +1.3% | -2.8% | -1.8% |
| 30D | -5.6% | +10.1% | -15.7% | -7.2% |
| 3M | +7.9% | +4.0% | +3.9% | +6.9% |
| 6M | +6.0% | +1.6% | +4.4% | +5.0% |
| YTD | +16.4% | +19.7% | -3.3% | +11.5% |
| 1Y | +16.6% | +21.4% | -4.8% | +10.9% |
| 3Y | +62.9% | +29.7% | +33.2% | +51.2% |
| All | +63.6% | +154.2% | -90.5% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling