+281.9%
EMR vs ROP
+135.3%
+146.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | +1.4% |
| 7D | +3.1% | -5.4% | +8.5% | +6.6% |
| 30D | -3.5% | -1.6% | -1.9% | -2.8% |
| 3M | +9.8% | +18.8% | -9.1% | -3.7% |
| 6M | +10.8% | +8.2% | +2.6% | +2.6% |
| YTD | +15.9% | -10.5% | +26.4% | +21.5% |
| 1Y | +16.4% | -23.7% | +40.2% | +36.5% |
| 3Y | +62.1% | -17.9% | +80.0% | +78.1% |
| 5Y | +62.9% | -15.3% | +78.3% | +71.8% |
| All | +281.9% | +135.3% | +146.6% | +84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling