+62.9%
EMR vs ROP
-14.2%
+77.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | +0.9% |
| 7D | +3.1% | -5.4% | +8.5% | +5.6% |
| 30D | -3.5% | -1.6% | -1.9% | -3.0% |
| 3M | +9.8% | +18.8% | -9.1% | -0.3% |
| 6M | +10.8% | +8.2% | +2.6% | +5.2% |
| YTD | +15.9% | -10.5% | +26.4% | +22.1% |
| 1Y | +16.4% | -23.7% | +40.2% | +35.0% |
| 3Y | +62.1% | -17.9% | +80.0% | +78.9% |
| 5Y | +62.9% | -15.3% | +78.3% | +70.6% |
| All | +62.9% | -14.2% | +77.1% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling