+62.1%
EMR vs ROST
+97.9%
-35.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +3.1% | +0.2% | +2.8% | +3.0% |
| 30D | -3.5% | -10.0% | +6.4% | -0.1% |
| 3M | +9.8% | +1.2% | +8.6% | +8.8% |
| 6M | +10.8% | +8.9% | +1.8% | +6.7% |
| YTD | +15.9% | +28.1% | -12.1% | +5.1% |
| 1Y | +16.4% | +53.0% | -36.5% | -1.2% |
| 3Y | +62.1% | +97.9% | -35.8% | +21.0% |
| All | +62.1% | +97.9% | -35.8% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling