+65.8%
EMR vs ROST
+108.0%
-42.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.6% |
| 7D | +0.9% | -2.2% | +3.1% | +1.6% |
| 30D | -5.0% | -11.4% | +6.5% | -1.3% |
| 3M | +5.9% | -1.6% | +7.6% | +6.1% |
| 6M | +7.3% | +6.8% | +0.5% | +4.5% |
| YTD | +14.6% | +25.8% | -11.2% | +5.7% |
| 1Y | +15.6% | +52.4% | -36.8% | +0.3% |
| 3Y | +60.2% | +94.4% | -34.2% | +27.1% |
| 5Y | +65.8% | +108.2% | -42.4% | +25.2% |
| All | +65.8% | +108.0% | -42.2% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling