+273.0%
EMR vs RSG
+428.9%
-155.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.1% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -6.8% | +4.0% | -10.7% | -9.0% |
| 3M | +7.5% | +7.4% | +0.1% | +2.1% |
| 6M | +9.9% | +0.1% | +9.7% | +8.1% |
| YTD | +16.0% | +6.0% | +9.9% | +9.7% |
| 1Y | +12.4% | -3.0% | +15.4% | +12.5% |
| 3Y | +60.2% | +56.5% | +3.8% | +9.8% |
| 5Y | +67.9% | +90.9% | -23.1% | -4.3% |
| All | +273.0% | +428.9% | -155.9% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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