+54.2%
RSP vs EME
+249.1%
-194.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.6% | -1.4% |
| 7D | -0.4% | +5.2% | -5.6% | -1.2% |
| 30D | -1.5% | -5.4% | +3.8% | -0.8% |
| 3M | +4.8% | -6.1% | +10.9% | +5.5% |
| 6M | +10.3% | +9.7% | +0.6% | +7.7% |
| YTD | +14.1% | +26.6% | -12.5% | +8.1% |
| 1Y | +17.0% | +24.6% | -7.6% | +10.0% |
| 3Y | +54.2% | +249.6% | -195.4% | +14.4% |
| All | +54.2% | +249.1% | -194.9% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling