+741.3%
EEM vs ROP
+3,631.4%
-2,890.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.1% |
| 7D | -0.9% | +0.2% | -1.1% | -1.1% |
| 30D | -9.3% | +30.3% | -39.6% | -23.6% |
| 3M | -7.1% | +17.8% | -24.8% | -17.2% |
| 6M | -10.4% | +38.9% | -49.3% | -29.5% |
| YTD | +11.3% | +7.6% | +3.7% | +0.9% |
| 1Y | +11.3% | +6.5% | +4.8% | +1.4% |
| 3Y | +69.6% | -6.3% | +75.9% | +63.5% |
| 5Y | +33.6% | +0.9% | +32.7% | +19.2% |
| 10Y | +114.1% | +180.7% | -66.6% | -15.5% |
| All | +741.3% | +3,631.4% | -2,890.1% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling