+0.8%
ROL vs EME
+249.1%
-248.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.1% | -2.6% |
| 7D | -3.4% | +5.2% | -8.6% | -3.5% |
| 30D | -6.9% | -5.4% | -1.6% | -6.9% |
| 3M | -24.6% | -6.1% | -18.5% | -24.5% |
| 6M | -39.5% | +9.7% | -49.2% | -39.8% |
| YTD | -41.1% | +26.6% | -67.7% | -41.5% |
| 1Y | -37.9% | +24.6% | -62.6% | -39.2% |
| 3Y | +0.8% | +249.6% | -248.8% | -24.2% |
| All | +0.8% | +249.1% | -248.3% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling