+280.3%
EMR vs ROL
+213.5%
+66.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | +2.7% | -1.7% | +4.3% | +3.3% |
| 30D | +2.1% | +18.5% | -16.4% | -3.9% |
| 3M | +2.3% | +4.3% | -2.1% | +0.3% |
| 6M | +22.5% | -27.7% | +50.2% | +36.2% |
| YTD | +27.2% | -35.8% | +63.0% | +47.8% |
| 1Y | +28.0% | -34.1% | +62.1% | +47.2% |
| 3Y | +103.4% | +2.9% | +100.5% | +92.6% |
| 5Y | +88.2% | +12.7% | +75.4% | +67.1% |
| All | +280.3% | +213.5% | +66.7% | +121.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling