+4,283.7%
EMR vs ROK
+14,694.8%
-10,411.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | +2.8% | +7.1% | -4.2% | -0.6% |
| 30D | +3.7% | -5.0% | +8.6% | +5.7% |
| 3M | +2.0% | -9.4% | +11.4% | +6.6% |
| 6M | +22.1% | -11.0% | +33.1% | +28.3% |
| YTD | +27.2% | +4.4% | +22.8% | +23.9% |
| 1Y | +32.0% | +7.4% | +24.6% | +26.9% |
| 3Y | +103.3% | +61.0% | +42.3% | +57.6% |
| 5Y | +88.2% | +30.4% | +57.8% | +57.4% |
| 10Y | +280.4% | +264.8% | +15.7% | +100.2% |
| All | +4,283.7% | +14,694.8% | -10,411.1% | +523.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling