+3,912.1%
EMR vs ROL
+9,030.3%
-5,118.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -1.5% | -1.4% | -0.1% | -1.0% |
| 30D | -5.6% | -4.1% | -1.5% | -4.3% |
| 3M | +7.9% | -22.5% | +30.4% | +17.1% |
| 6M | +6.0% | -37.7% | +43.7% | +23.9% |
| YTD | +16.4% | -39.6% | +56.0% | +37.4% |
| 1Y | +16.6% | -36.0% | +52.6% | +34.4% |
| 3Y | +62.9% | -5.1% | +68.0% | +60.7% |
| 5Y | +60.1% | -3.4% | +63.5% | +54.1% |
| 10Y | +268.8% | +215.2% | +53.5% | +127.9% |
| All | +3,912.1% | +9,030.3% | -5,118.2% | +802.2% |
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 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