+2.0%
RDW vs EME
+703.6%
-701.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.6% | -5.2% |
| 7D | +0.9% | +3.5% | -2.7% | -1.6% |
| 30D | -21.3% | -6.3% | -14.9% | -17.9% |
| 3M | -37.9% | -3.8% | -34.1% | -36.9% |
| 6M | +12.3% | +8.5% | +3.8% | +5.5% |
| YTD | +39.7% | +27.8% | +11.9% | +17.2% |
| 1Y | +25.7% | +22.2% | +3.5% | +6.5% |
| 3Y | +230.8% | +253.5% | -22.6% | +51.1% |
| 5Y | -8.8% | +578.6% | -587.4% | -68.9% |
| All | +2.0% | +703.6% | -701.6% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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