-15.9%
ROP vs EME
+544.7%
-560.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.1% |
| 7D | -6.1% | +2.7% | -8.8% | -6.4% |
| 30D | -3.4% | -6.8% | +3.4% | -2.8% |
| 3M | +16.7% | -8.8% | +25.5% | +17.6% |
| 6M | +8.1% | +5.0% | +3.1% | +5.8% |
| YTD | -11.7% | +23.5% | -35.2% | -16.7% |
| 1Y | -24.2% | +21.3% | -45.5% | -29.1% |
| 3Y | -19.0% | +241.1% | -260.0% | -47.1% |
| 5Y | -15.9% | +549.2% | -565.0% | -58.8% |
| All | -15.9% | +544.7% | -560.6% | -58.8% |
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