+280.3%
EMR vs ROK
+265.6%
+14.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +2.7% | +6.1% | -3.4% | -1.3% |
| 30D | +2.1% | -6.5% | +8.6% | +5.8% |
| 3M | +2.3% | -10.2% | +12.4% | +8.8% |
| 6M | +22.5% | -10.6% | +33.1% | +30.0% |
| YTD | +27.2% | +4.9% | +22.3% | +21.4% |
| 1Y | +28.0% | +3.8% | +24.2% | +23.0% |
| 3Y | +103.4% | +63.5% | +39.9% | +38.6% |
| 5Y | +88.2% | +30.9% | +57.2% | +44.0% |
| All | +280.3% | +265.6% | +14.7% | +32.9% |
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