+3,010.4%
EMR vs ROP
+29,647.0%
-26,636.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.5% | +4.8% |
| 7D | +2.1% | -1.6% | +3.8% | +2.7% |
| 30D | +4.8% | +29.5% | -24.8% | -4.3% |
| 3M | +7.5% | +17.5% | -10.1% | +1.2% |
| 6M | +20.9% | +38.1% | -17.2% | +7.0% |
| YTD | +29.2% | +7.0% | +22.2% | +23.8% |
| 1Y | +33.0% | +6.5% | +26.5% | +27.7% |
| 3Y | +109.8% | -5.5% | +115.2% | +109.6% |
| 5Y | +91.9% | -0.4% | +92.3% | +87.9% |
| 10Y | +301.5% | +183.6% | +117.9% | +190.8% |
| All | +3,010.4% | +29,647.0% | -26,636.6% | +1,198.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling