+277.4%
EMR vs ROP
+132.1%
+145.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.3% |
| 7D | +0.9% | -6.1% | +7.0% | +4.9% |
| 30D | -5.0% | -3.4% | -1.6% | -3.2% |
| 3M | +5.9% | +16.7% | -10.8% | -5.9% |
| 6M | +7.3% | +8.1% | -0.7% | -0.6% |
| YTD | +14.6% | -11.7% | +26.2% | +21.1% |
| 1Y | +15.6% | -24.2% | +39.9% | +36.0% |
| 3Y | +60.2% | -19.0% | +79.1% | +77.5% |
| 5Y | +65.8% | -15.9% | +81.7% | +75.3% |
| 10Y | +277.4% | +135.7% | +141.7% | +84.1% |
| All | +277.4% | +132.1% | +145.2% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ROP 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling