+263.6%
EMR vs ROK
+350.4%
-86.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.6% |
| 7D | -1.2% | -1.6% | +0.4% | -0.1% |
| 30D | -9.4% | -5.4% | -4.0% | -6.0% |
| 3M | +8.6% | -4.0% | +12.5% | +11.0% |
| 6M | +6.7% | +13.3% | -6.6% | -2.4% |
| YTD | +13.1% | +9.3% | +3.7% | +5.9% |
| 1Y | +12.7% | +25.8% | -13.1% | -3.7% |
| 3Y | +58.1% | +49.1% | +9.0% | +15.7% |
| 5Y | +63.6% | +45.9% | +17.8% | +16.6% |
| All | +263.6% | +350.4% | -86.8% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling