+125.7%
EEM vs ROL
+210.1%
-84.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.2% | -2.2% |
| 7D | -0.7% | -3.2% | +2.5% | 0.0% |
| 30D | +2.4% | -6.6% | +9.0% | +3.9% |
| 3M | +4.2% | -27.3% | +31.5% | +11.7% |
| 6M | +14.8% | -38.1% | +52.9% | +27.8% |
| YTD | +23.1% | -41.8% | +64.9% | +38.8% |
| 1Y | +32.5% | -37.8% | +70.3% | +46.4% |
| 3Y | +85.9% | -0.3% | +86.2% | +77.6% |
| 5Y | +43.6% | -5.1% | +48.6% | +36.2% |
| All | +125.7% | +210.1% | -84.4% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling