+69.4%
EMR vs RRX
+17.8%
+51.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.1% | +1.2% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -6.8% | -6.1% | -0.6% | -4.6% |
| 3M | +7.5% | -23.1% | +30.5% | +16.8% |
| 6M | +9.9% | -19.5% | +29.4% | +16.6% |
| YTD | +16.0% | +16.1% | -0.1% | +6.1% |
| 1Y | +12.4% | +12.9% | -0.5% | +3.3% |
| 3Y | +60.2% | +7.9% | +52.3% | +44.5% |
| All | +69.4% | +17.8% | +51.6% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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