+1.3%
ROP vs EME
+414.8%
-413.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -2.7% | +11.3% | -14.0% | -3.4% |
| 30D | +29.7% | -14.6% | +44.3% | +31.2% |
| 3M | +21.2% | -20.4% | +41.6% | +23.3% |
| 6M | +48.3% | -28.3% | +76.5% | +53.1% |
| YTD | +8.4% | +8.6% | -0.2% | +3.1% |
| 1Y | +6.0% | +3.2% | +2.8% | +1.7% |
| 3Y | -5.6% | +216.8% | -222.4% | -39.8% |
| 5Y | +1.3% | +417.5% | -416.2% | -49.8% |
| All | +1.3% | +414.8% | -413.5% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling