+88.6%
EEM vs ROL
-0.3%
+88.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.3% |
| 7D | +3.1% | -3.4% | +6.5% | +3.2% |
| 30D | +4.9% | -6.9% | +11.8% | +5.1% |
| 3M | +5.2% | -24.6% | +29.8% | +6.6% |
| 6M | +20.7% | -39.5% | +60.2% | +24.8% |
| YTD | +26.5% | -41.1% | +67.6% | +31.0% |
| 1Y | +37.8% | -37.9% | +75.8% | +42.0% |
| All | +88.6% | -0.3% | +88.9% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling