+3,912.1%
EMR vs ROST
+70,186.3%
-66,274.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.8% |
| 7D | -1.5% | +0.9% | -2.5% | -1.7% |
| 30D | -5.6% | -8.9% | +3.3% | -3.8% |
| 3M | +7.9% | -0.8% | +8.8% | +7.9% |
| 6M | +6.0% | +8.5% | -2.5% | +3.9% |
| YTD | +16.4% | +28.6% | -12.1% | +9.9% |
| 1Y | +16.6% | +52.3% | -35.7% | +6.1% |
| 3Y | +62.9% | +94.8% | -32.0% | +39.7% |
| 5Y | +60.1% | +110.8% | -50.7% | +32.7% |
| 10Y | +268.7% | +304.5% | -35.8% | +168.9% |
| All | +3,912.1% | +70,186.3% | -66,274.2% | +1,350.9% |
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