+762.2%
ROK vs EMB
+126.0%
+636.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.2% |
| 7D | +7.1% | -0.9% | +8.0% | +8.1% |
| 30D | -5.0% | +0.4% | -5.3% | -5.2% |
| 3M | -9.4% | -3.1% | -6.3% | -6.4% |
| 6M | -11.0% | -2.1% | -8.9% | -9.0% |
| YTD | +4.4% | -1.1% | +5.5% | +6.0% |
| 1Y | +7.4% | -0.1% | +7.5% | +7.9% |
| 3Y | +61.0% | +29.6% | +31.4% | +25.4% |
| 5Y | +30.4% | +7.2% | +23.2% | +22.3% |
| 10Y | +264.8% | +35.5% | +229.3% | +187.3% |
| All | +762.2% | +126.0% | +636.1% | +415.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling