+854.3%
EEM vs ROK
+3,267.6%
-2,413.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.2% |
| 7D | +2.3% | +0.7% | +1.6% | +2.0% |
| 30D | +4.5% | -3.3% | +7.8% | +6.3% |
| 3M | -0.1% | -5.9% | +5.8% | +2.7% |
| 6M | +16.9% | +13.9% | +3.1% | +8.9% |
| YTD | +26.2% | +12.6% | +13.6% | +17.6% |
| 1Y | +40.5% | +28.6% | +11.9% | +22.1% |
| 3Y | +86.2% | +45.1% | +41.1% | +43.3% |
| 5Y | +45.5% | +45.6% | -0.1% | +6.2% |
| 10Y | +128.6% | +345.0% | -216.4% | -21.0% |
| All | +854.3% | +3,267.6% | -2,413.3% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling