+32.0%
EMR vs ROST
+47.2%
-15.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.5% |
| 7D | +2.7% | +0.9% | +1.8% | +2.3% |
| 30D | +2.1% | +5.1% | -3.0% | +0.5% |
| 3M | +2.3% | -4.3% | +6.5% | +3.5% |
| 6M | +22.5% | +9.4% | +13.1% | +17.2% |
| YTD | +27.2% | +32.5% | -5.3% | +12.2% |
| All | +32.0% | +47.2% | -15.2% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling