+3,912.1%
EMR vs ROK
+15,847.2%
-11,935.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.1% |
| 7D | -1.5% | +0.7% | -2.2% | -1.8% |
| 30D | -5.6% | -3.3% | -2.3% | -4.0% |
| 3M | +7.9% | -5.9% | +13.8% | +10.9% |
| 6M | +6.0% | +13.9% | -7.8% | -0.6% |
| YTD | +16.4% | +12.6% | +3.9% | +9.9% |
| 1Y | +16.6% | +28.6% | -12.0% | +3.2% |
| 3Y | +62.9% | +45.1% | +17.8% | +33.0% |
| 5Y | +60.1% | +45.6% | +14.5% | +27.5% |
| 10Y | +268.7% | +345.0% | -76.3% | +78.2% |
| All | +3,912.1% | +15,847.2% | -11,935.2% | +452.5% |
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