+854.3%
EEM vs ROP
+3,095.0%
-2,240.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.6% | +5.4% | +4.0% |
| 7D | +2.3% | -4.4% | +6.8% | +5.1% |
| 30D | +4.5% | +3.2% | +1.3% | +2.2% |
| 3M | -0.1% | +23.1% | -23.1% | -13.9% |
| 6M | +16.9% | +13.3% | +3.6% | +5.1% |
| YTD | +26.2% | -7.9% | +34.1% | +27.5% |
| 1Y | +40.5% | -22.1% | +62.6% | +57.2% |
| 3Y | +86.2% | -16.8% | +103.0% | +95.1% |
| 5Y | +45.5% | -13.5% | +59.0% | +44.2% |
| 10Y | +128.6% | +137.7% | -9.0% | +1.2% |
| All | +854.3% | +3,095.0% | -2,240.7% | +0.4% |
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