+785.0%
ROP vs EMB
+127.1%
+658.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +2.1% | -0.1% | +2.2% | +2.2% |
| 30D | +32.9% | +1.3% | +31.6% | +31.8% |
| 3M | +20.3% | -2.2% | +22.6% | +22.3% |
| 6M | +36.8% | -2.3% | +39.1% | +39.0% |
| YTD | +8.1% | -0.6% | +8.7% | +8.4% |
| 1Y | +8.3% | +0.5% | +7.8% | +7.7% |
| 3Y | -3.2% | +29.4% | -32.7% | -19.5% |
| 5Y | +1.7% | +6.5% | -4.8% | -3.4% |
| 10Y | +199.2% | +29.8% | +169.5% | +154.1% |
| All | +785.0% | +127.1% | +658.0% | +444.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling