+88.6%
EMR vs ROK
+32.4%
+56.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -1.5% |
| 7D | -2.0% | -8.5% | +6.5% | +2.4% |
| 30D | +2.8% | -6.4% | +9.2% | +6.0% |
| 3M | +2.0% | -8.8% | +10.8% | +6.7% |
| 6M | +20.7% | -10.5% | +31.2% | +27.0% |
| YTD | +27.3% | +5.4% | +21.9% | +22.5% |
| 1Y | +31.0% | +5.0% | +26.0% | +26.4% |
| 3Y | +103.6% | +64.3% | +39.3% | +51.5% |
| 5Y | +88.6% | +34.0% | +54.6% | +51.8% |
| All | +88.6% | +32.4% | +56.2% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling