+9,551.4%
ROP vs EME
+53,750.9%
-44,199.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -2.7% | +11.3% | -14.0% | -5.8% |
| 30D | +29.7% | -14.6% | +44.3% | +34.5% |
| 3M | +21.2% | -20.4% | +41.6% | +27.7% |
| 6M | +48.3% | -28.3% | +76.5% | +58.1% |
| YTD | +8.4% | +8.6% | -0.2% | +0.4% |
| 1Y | +6.0% | +3.2% | +2.8% | -0.5% |
| 3Y | -5.6% | +216.8% | -222.4% | -41.3% |
| 5Y | +1.3% | +417.5% | -416.2% | -47.1% |
| 10Y | +184.1% | +922.2% | -738.1% | +13.1% |
| All | +9,551.4% | +53,750.9% | -44,199.5% | +1,854.7% |
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