+41,132.7%
RMD vs EME
+42,128.4%
-995.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | -5.0% | +1.9% | -6.9% | -5.4% |
| 30D | +2.2% | -8.3% | +10.5% | +4.0% |
| 3M | +17.8% | -10.7% | +28.6% | +19.4% |
| 6M | -11.3% | +1.9% | -13.2% | -13.2% |
| YTD | -4.4% | +23.5% | -27.9% | -10.8% |
| 1Y | -15.7% | +18.0% | -33.7% | -21.4% |
| 3Y | +47.7% | +236.1% | -188.4% | +3.8% |
| 5Y | -19.2% | +527.9% | -547.1% | -51.9% |
| 10Y | +280.4% | +1,252.8% | -972.4% | +81.0% |
| All | +41,132.7% | +42,128.4% | -995.7% | +10,432.9% |
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