+135.7%
ROP vs EMB
+29.7%
+106.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.1% |
| 7D | -6.1% | 0.0% | -6.1% | -6.1% |
| 30D | -3.4% | -0.3% | -3.1% | -3.1% |
| 3M | +16.7% | -0.3% | +17.0% | +16.9% |
| 6M | +8.1% | +0.7% | +7.3% | +7.0% |
| YTD | -11.7% | +1.3% | -12.9% | -13.0% |
| 1Y | -24.2% | +4.7% | -28.9% | -27.8% |
| 3Y | -19.0% | +30.1% | -49.1% | -37.5% |
| 5Y | -15.9% | +6.9% | -22.7% | -20.1% |
| 10Y | +135.7% | +30.7% | +105.0% | +93.3% |
| All | +135.7% | +29.7% | +106.0% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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