+220.7%
ROL vs EME
+905.2%
-684.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.6% |
| 7D | +3.0% | +8.4% | -5.4% | +1.7% |
| 30D | +19.8% | -11.5% | +31.3% | +21.7% |
| 3M | +7.9% | -20.6% | +28.5% | +11.3% |
| 6M | -25.6% | -28.5% | +2.8% | -22.3% |
| YTD | -34.1% | +8.0% | -42.2% | -36.6% |
| 1Y | -31.4% | +6.8% | -38.1% | -33.9% |
| 3Y | +4.7% | +213.9% | -209.2% | -27.0% |
| 5Y | +15.6% | +414.8% | -399.2% | -30.8% |
| All | +220.7% | +905.2% | -684.4% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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