+43.6%
EEM vs ROK
+44.8%
-1.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | -0.7% | -1.6% | +0.9% | -0.2% |
| 30D | +2.4% | -5.4% | +7.8% | +4.0% |
| 3M | +4.2% | -4.0% | +8.1% | +5.3% |
| 6M | +14.8% | +13.3% | +1.4% | +11.1% |
| YTD | +23.1% | +9.3% | +13.8% | +19.9% |
| 1Y | +32.5% | +25.8% | +6.7% | +24.6% |
| 3Y | +85.9% | +49.1% | +36.8% | +63.3% |
| 5Y | +43.6% | +45.9% | -2.3% | +21.6% |
| All | +43.6% | +44.8% | -1.2% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 5y: compounded portfolio wealth divided by compounded ROK 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…
5y analysis · Full analysis span regression · 6 months rolling