+3,912.1%
EMR vs RRX
+3,904.5%
+7.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | -1.5% | +3.4% | -5.0% | -2.7% |
| 30D | -5.6% | -11.1% | +5.5% | -1.5% |
| 3M | +7.9% | -23.7% | +31.7% | +17.5% |
| 6M | +6.0% | -22.0% | +28.0% | +13.8% |
| YTD | +16.4% | +16.5% | 0.0% | +7.1% |
| 1Y | +16.6% | +11.5% | +5.1% | +8.3% |
| 3Y | +62.9% | +1.5% | +61.3% | +50.2% |
| 5Y | +60.1% | +18.3% | +41.8% | +36.2% |
| 10Y | +268.7% | +209.8% | +59.0% | +124.8% |
| All | +3,912.1% | +3,904.5% | +7.5% | +1,524.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling