-36.0%
ROL vs EMB
+5.7%
-41.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -4.1% | -0.3% | -3.8% | -4.0% |
| 3M | -22.5% | -0.4% | -22.1% | -22.5% |
| 6M | -37.7% | +0.1% | -37.8% | -39.0% |
| YTD | -39.6% | +1.6% | -41.2% | -40.5% |
| 1Y | -36.0% | +5.6% | -41.6% | -34.9% |
| All | -36.0% | +5.7% | -41.8% | -34.9% |
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