+25.0%
ROK vs EMB
+0.7%
+24.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -2.3% |
| 7D | 0.0% | +0.7% | -0.7% | -1.2% |
| 30D | -2.5% | +2.3% | -4.8% | -6.7% |
| 3M | 0.0% | -2.5% | +2.5% | +6.0% |
| 6M | +11.6% | -1.1% | +12.7% | +14.7% |
| YTD | +15.2% | -0.6% | +15.8% | +16.4% |
| 1Y | +25.0% | +0.6% | +24.4% | +18.2% |
| All | +25.0% | +0.7% | +24.3% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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