+9,594.0%
ROP vs EME
+53,473.8%
-43,879.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.6% |
| 7D | +0.7% | +8.4% | -7.7% | -1.7% |
| 30D | +28.8% | -11.5% | +40.3% | +32.3% |
| 3M | +21.1% | -20.6% | +41.7% | +27.6% |
| 6M | +52.5% | -28.5% | +81.0% | +62.8% |
| YTD | +8.9% | +8.0% | +0.9% | +1.0% |
| 1Y | +8.2% | +6.8% | +1.5% | +0.6% |
| 3Y | -5.2% | +213.9% | -219.1% | -40.9% |
| 5Y | +1.7% | +414.8% | -413.1% | -46.8% |
| 10Y | +185.4% | +916.9% | -731.6% | +13.7% |
| All | +9,594.0% | +53,473.8% | -43,879.8% | +1,866.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling