+207.9%
ROL vs EMB
+29.2%
+178.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -3.4% | +0.3% | -3.7% | -3.6% |
| 30D | -6.9% | -0.5% | -6.5% | -6.7% |
| 3M | -24.6% | +0.3% | -24.9% | -24.8% |
| 6M | -39.5% | +1.2% | -40.7% | -40.0% |
| YTD | -41.1% | +1.5% | -42.6% | -41.7% |
| 1Y | -37.9% | +4.8% | -42.7% | -39.9% |
| 3Y | +0.8% | +30.4% | -29.6% | -15.4% |
| 5Y | -4.7% | +7.3% | -11.9% | -8.8% |
| 10Y | +207.9% | +29.7% | +178.2% | +171.3% |
| All | +207.9% | +29.2% | +178.7% | +171.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling