+749.3%
EEM vs ROL
+2,478.3%
-1,729.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.8% |
| 7D | +5.3% | -1.7% | +7.0% | +6.0% |
| 30D | -7.0% | +18.5% | -25.5% | -13.8% |
| 3M | -8.0% | +4.3% | -12.3% | -10.5% |
| 6M | -6.6% | -27.7% | +21.1% | +5.0% |
| YTD | +12.3% | -35.8% | +48.1% | +32.1% |
| 1Y | +12.2% | -34.1% | +46.3% | +30.2% |
| 3Y | +71.2% | +2.9% | +68.3% | +58.7% |
| 5Y | +32.2% | +12.7% | +19.5% | +13.3% |
| 10Y | +120.3% | +212.6% | -92.3% | +4.0% |
| All | +749.3% | +2,478.3% | -1,729.0% | +49.2% |
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 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