+281.9%
EMR vs ROL
+208.9%
+73.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.5% |
| 7D | +3.1% | -3.4% | +6.5% | +4.3% |
| 30D | -3.5% | -6.9% | +3.4% | -1.1% |
| 3M | +9.8% | -24.6% | +34.4% | +20.6% |
| 6M | +10.8% | -39.5% | +50.3% | +32.1% |
| YTD | +15.9% | -41.1% | +57.0% | +39.4% |
| 1Y | +16.4% | -37.9% | +54.4% | +36.8% |
| 3Y | +62.1% | +0.8% | +61.3% | +54.1% |
| 5Y | +62.9% | -4.7% | +67.6% | +54.5% |
| All | +281.9% | +208.9% | +73.0% | +109.2% |
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