+4,640.4%
ROL vs EME
+53,473.8%
-48,833.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | +3.0% | +8.4% | -5.4% | +1.0% |
| 30D | +19.8% | -11.5% | +31.3% | +22.6% |
| 3M | +7.9% | -20.6% | +28.5% | +12.9% |
| 6M | -25.6% | -28.5% | +2.8% | -21.2% |
| YTD | -34.1% | +8.0% | -42.2% | -37.2% |
| 1Y | -31.4% | +6.8% | -38.1% | -34.5% |
| 3Y | +4.7% | +213.9% | -209.2% | -27.9% |
| 5Y | +15.6% | +414.8% | -399.2% | -30.9% |
| 10Y | +220.6% | +916.9% | -696.3% | +52.6% |
| All | +4,640.4% | +53,473.8% | -48,833.4% | +1,229.9% |
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