+301.5%
EMR vs ROL
+222.1%
+79.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.3% | +3.7% |
| 7D | +2.1% | +7.5% | -5.4% | -0.4% |
| 30D | +4.8% | +21.1% | -16.4% | -2.2% |
| 3M | +7.5% | +3.1% | +4.3% | +5.9% |
| 6M | +20.9% | -27.4% | +48.3% | +34.3% |
| YTD | +29.2% | -34.7% | +63.9% | +49.2% |
| 1Y | +33.0% | -32.9% | +65.9% | +52.0% |
| 3Y | +109.8% | +6.1% | +103.6% | +96.3% |
| 5Y | +91.9% | +16.3% | +75.6% | +68.4% |
| 10Y | +301.5% | +214.9% | +86.6% | +142.3% |
| All | +301.5% | +222.1% | +79.4% | +142.3% |
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