+15.0%
EEM vs ROP
+10.4%
+4.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.1% | +1.7% |
| 7D | -3.0% | +11.7% | -14.7% | -0.5% |
| 30D | -10.3% | +35.5% | -45.8% | -4.0% |
| 3M | -6.6% | +25.6% | -32.3% | -1.5% |
| 6M | -3.4% | +39.3% | -42.6% | +4.5% |
| YTD | +13.2% | +11.6% | +1.6% | +19.6% |
| 1Y | +15.0% | +10.6% | +4.4% | +21.6% |
| All | +15.0% | +10.4% | +4.6% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling