-6.1%
RDW vs EMB
+6.3%
-12.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.1% |
| 7D | +0.9% | -1.2% | +2.1% | +3.4% |
| 30D | -21.3% | -1.3% | -20.0% | -19.2% |
| 3M | -37.9% | -1.8% | -36.1% | -35.2% |
| 6M | +12.3% | +0.2% | +12.1% | +14.2% |
| YTD | +39.7% | +0.4% | +39.4% | +41.8% |
| 1Y | +25.7% | +2.8% | +22.9% | +22.1% |
| 3Y | +230.8% | +29.1% | +201.7% | +127.2% |
| All | -6.1% | +6.3% | -12.4% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling