+854.3%
EEM vs ROL
+2,326.3%
-1,472.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | +2.3% | -1.4% | +3.8% | +2.9% |
| 30D | +4.5% | -4.1% | +8.6% | +6.3% |
| 3M | -0.1% | -22.5% | +22.4% | +10.2% |
| 6M | +16.9% | -37.7% | +54.6% | +41.1% |
| YTD | +26.2% | -39.6% | +65.8% | +53.6% |
| 1Y | +40.5% | -36.0% | +76.5% | +65.7% |
| 3Y | +86.2% | -5.1% | +91.3% | +79.3% |
| 5Y | +45.5% | -3.4% | +48.8% | +33.9% |
| 10Y | +128.6% | +215.2% | -86.6% | +7.4% |
| All | +854.3% | +2,326.3% | -1,472.0% | +73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling