+180.7%
ROP vs EMB
+31.5%
+149.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.2% |
| 7D | +0.2% | +0.5% | -0.3% | -0.3% |
| 30D | +30.3% | +0.9% | +29.4% | +29.2% |
| 3M | +17.8% | -2.1% | +19.9% | +20.2% |
| 6M | +38.9% | -2.2% | +41.1% | +41.8% |
| YTD | +7.6% | -0.6% | +8.2% | +7.9% |
| 1Y | +6.5% | +0.2% | +6.3% | +5.9% |
| 3Y | -6.3% | +29.5% | -35.8% | -27.9% |
| 5Y | +0.9% | +8.0% | -7.1% | -5.3% |
| 10Y | +180.7% | +35.3% | +145.4% | +123.8% |
| All | +180.7% | +31.5% | +149.2% | +123.8% |
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