+2,704.0%
EMR vs ROP
+25,523.2%
-22,819.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +2.9% |
| 7D | -1.5% | -4.4% | +2.9% | -0.1% |
| 30D | -5.6% | +3.2% | -8.9% | -6.7% |
| 3M | +7.9% | +23.1% | -15.1% | 0.0% |
| 6M | +6.0% | +13.3% | -7.3% | +0.5% |
| YTD | +16.4% | -7.9% | +24.3% | +18.0% |
| 1Y | +16.6% | -22.1% | +38.7% | +24.8% |
| 3Y | +62.9% | -16.8% | +79.7% | +70.7% |
| 5Y | +60.1% | -13.5% | +73.6% | +65.2% |
| 10Y | +268.8% | +137.7% | +131.1% | +184.5% |
| All | +2,704.0% | +25,523.2% | -22,819.3% | +1,136.5% |
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