+22.5%
EMR vs ROP
+39.5%
-17.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.5% | +4.3% |
| 7D | +2.1% | -1.6% | +3.8% | +2.0% |
| 30D | +4.8% | +29.5% | -24.8% | +7.2% |
| 3M | +7.5% | +17.5% | -10.1% | +9.2% |
| All | +22.5% | +39.5% | -17.0% | +27.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling