+1,992.3%
RSG vs EME
+17,015.1%
-15,022.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.0% |
| 7D | 0.0% | +2.7% | -2.8% | -0.7% |
| 30D | +3.7% | -6.8% | +10.5% | +5.3% |
| 3M | +6.2% | -8.8% | +15.0% | +7.0% |
| 6M | -2.8% | +5.0% | -7.8% | -6.1% |
| YTD | +5.9% | +23.5% | -17.6% | -2.4% |
| 1Y | -1.8% | +21.3% | -23.1% | -10.2% |
| 3Y | +57.5% | +241.1% | -183.6% | +4.0% |
| 5Y | +91.1% | +549.2% | -458.1% | +3.2% |
| 10Y | +428.1% | +1,306.4% | -878.3% | +118.5% |
| All | +1,992.3% | +17,015.1% | -15,022.9% | +257.1% |
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