+277.4%
EMR vs ROL
+205.3%
+72.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | +0.9% | -3.3% | +4.2% | +2.1% |
| 30D | -5.0% | -7.2% | +2.3% | -2.4% |
| 3M | +5.9% | -27.0% | +32.9% | +17.8% |
| 6M | +7.3% | -39.5% | +46.8% | +27.9% |
| YTD | +14.6% | -41.8% | +56.4% | +38.4% |
| 1Y | +15.6% | -38.9% | +54.5% | +36.6% |
| 3Y | +60.2% | -0.4% | +60.6% | +52.9% |
| 5Y | +65.8% | -4.2% | +70.0% | +56.7% |
| 10Y | +277.4% | +208.2% | +69.2% | +107.6% |
| All | +277.4% | +205.3% | +72.1% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ROL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling