+4,590.4%
ROL vs EME
+54,073.4%
-49,483.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.6% |
| 7D | +0.8% | +4.3% | -3.5% | -0.4% |
| 30D | +20.6% | -14.4% | +35.0% | +24.3% |
| 3M | +4.5% | -18.3% | +22.8% | +8.6% |
| 6M | -26.5% | -28.3% | +1.8% | -22.1% |
| YTD | -34.8% | +9.2% | -44.1% | -38.1% |
| 1Y | -33.2% | +4.3% | -37.4% | -35.9% |
| 3Y | +4.5% | +218.6% | -214.2% | -28.3% |
| 5Y | +15.5% | +421.0% | -405.5% | -31.1% |
| 10Y | +217.2% | +928.3% | -711.1% | +50.6% |
| All | +4,590.4% | +54,073.4% | -49,483.0% | +1,212.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling