+4,162.2%
EMR vs ROL
+9,562.4%
-5,400.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.6% |
| 7D | -1.6% | +9.5% | -11.1% | -4.7% |
| 30D | +2.0% | +22.9% | -21.0% | -5.4% |
| 3M | +3.8% | +3.5% | +0.3% | +2.0% |
| 6M | +10.5% | -29.4% | +39.9% | +23.0% |
| YTD | +23.7% | -36.1% | +59.8% | +42.3% |
| 1Y | +25.4% | -34.4% | +59.8% | +42.9% |
| 3Y | +86.6% | +4.0% | +82.6% | +77.9% |
| 5Y | +83.0% | +13.2% | +69.8% | +66.2% |
| 10Y | +319.5% | +219.7% | +99.8% | +156.8% |
| All | +4,162.2% | +9,562.4% | -5,400.2% | +834.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling