+46.6%
EEM vs ROP
-16.4%
+63.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | +2.0% | -6.1% | +8.1% | +3.1% |
| 30D | +5.1% | -3.4% | +8.4% | +5.6% |
| 3M | +4.6% | +16.7% | -12.1% | +0.5% |
| 6M | +17.8% | +8.1% | +9.7% | +15.2% |
| YTD | +25.8% | -11.7% | +37.5% | +30.4% |
| 1Y | +36.4% | -24.2% | +60.6% | +48.8% |
| 3Y | +90.0% | -19.0% | +109.0% | +100.1% |
| 5Y | +46.6% | -15.9% | +62.4% | +46.6% |
| All | +46.6% | -16.4% | +63.0% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling