+2.8%
RDW vs EMB
+8.9%
-6.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.3% |
| 7D | +3.6% | 0.0% | +3.6% | +3.5% |
| 30D | -18.4% | -0.3% | -18.2% | -18.0% |
| 3M | -32.1% | -0.3% | -31.8% | -31.2% |
| 6M | +10.9% | +0.7% | +10.1% | +11.4% |
| YTD | +40.8% | +1.3% | +39.5% | +40.3% |
| 1Y | +31.1% | +4.7% | +26.4% | +23.5% |
| 3Y | +245.2% | +30.1% | +215.1% | +139.7% |
| 5Y | -16.7% | +6.9% | -23.6% | -33.8% |
| All | +2.8% | +8.9% | -6.2% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling