+31.4%
EEM vs ROP
+0.9%
+30.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | -9.3% | +30.3% | -39.6% | -13.2% |
| 3M | -7.1% | +17.8% | -24.8% | -9.5% |
| 6M | -10.4% | +38.9% | -49.3% | -16.2% |
| YTD | +11.3% | +7.6% | +3.7% | +11.8% |
| 1Y | +11.3% | +6.5% | +4.8% | +12.1% |
| 3Y | +69.6% | -6.3% | +75.9% | +76.6% |
| All | +31.4% | +0.9% | +30.4% | +28.2% |
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