+4,298.5%
EMR vs ROST
+72,843.6%
-68,545.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | +0.7% | +3.2% | -2.5% | 0.0% |
| 30D | +3.5% | +7.4% | -3.9% | +1.9% |
| 3M | +5.9% | -6.1% | +12.0% | +7.2% |
| 6M | +19.4% | +6.2% | +13.2% | +17.4% |
| YTD | +27.7% | +33.4% | -5.8% | +19.5% |
| 1Y | +30.9% | +48.8% | -17.9% | +19.6% |
| 3Y | +104.2% | +99.5% | +4.7% | +74.2% |
| 5Y | +89.6% | +112.7% | -23.1% | +56.9% |
| 10Y | +280.0% | +316.4% | -36.4% | +175.0% |
| All | +4,298.5% | +72,843.6% | -68,545.1% | +1,476.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling