+129.7%
ROP vs EME
+1,301.6%
-1,171.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -8.0% | +0.9% | -8.9% | -8.2% |
| 30D | -2.7% | -8.4% | +5.7% | -1.1% |
| 3M | +16.6% | -3.6% | +20.2% | +15.9% |
| 6M | +10.4% | +3.6% | +6.8% | +6.8% |
| YTD | -12.1% | +22.5% | -34.6% | -19.5% |
| 1Y | -23.6% | +18.2% | -41.8% | -30.3% |
| 3Y | -19.3% | +238.4% | -257.7% | -50.8% |
| 5Y | -15.4% | +550.5% | -565.9% | -60.2% |
| All | +129.7% | +1,301.6% | -1,171.8% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling