+2.0%
RDW vs EMB
+8.0%
-6.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +0.9% | -1.2% | +2.1% | +3.3% |
| 30D | -21.3% | -1.3% | -20.0% | -19.3% |
| 3M | -37.9% | -1.8% | -36.1% | -35.4% |
| 6M | +12.3% | +0.2% | +12.1% | +14.1% |
| YTD | +39.7% | +0.4% | +39.4% | +41.7% |
| 1Y | +25.7% | +2.8% | +22.9% | +22.3% |
| 3Y | +230.8% | +29.1% | +201.7% | +133.3% |
| 5Y | -8.8% | +6.3% | -15.0% | -26.2% |
| All | +2.0% | +8.0% | -6.0% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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