+1,127.7%
RSP vs EME
+6,336.0%
-5,208.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.1% |
| 7D | -0.8% | +1.9% | -2.7% | -1.5% |
| 30D | -0.3% | -8.3% | +7.9% | +2.7% |
| 3M | +4.3% | -10.7% | +15.0% | +7.0% |
| 6M | +8.8% | +1.9% | +6.9% | +5.4% |
| YTD | +15.3% | +23.5% | -8.2% | +3.0% |
| 1Y | +18.3% | +18.0% | +0.3% | +5.8% |
| 3Y | +52.8% | +236.1% | -183.3% | -15.3% |
| 5Y | +51.7% | +527.9% | -476.2% | -36.3% |
| 10Y | +208.5% | +1,252.8% | -1,044.3% | -11.1% |
| All | +1,127.7% | +6,336.0% | -5,208.3% | +84.1% |
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