+4,249.6%
ROL vs EME
+61,143.5%
-56,893.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | -1.4% | +1.9% | -3.3% | -1.9% |
| 30D | -4.1% | -8.3% | +4.2% | -2.3% |
| 3M | -22.5% | -10.7% | -11.8% | -21.4% |
| 6M | -37.7% | +1.9% | -39.6% | -39.0% |
| YTD | -39.6% | +23.5% | -63.0% | -43.8% |
| 1Y | -36.0% | +18.0% | -54.0% | -40.6% |
| 3Y | -5.1% | +236.1% | -241.3% | -35.1% |
| 5Y | -3.4% | +527.9% | -531.3% | -44.6% |
| 10Y | +215.2% | +1,252.8% | -1,037.5% | +40.7% |
| All | +4,249.6% | +61,143.5% | -56,893.9% | +1,091.7% |
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