+8,105.0%
ROP vs EME
+61,143.5%
-53,038.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.1% |
| 7D | -4.4% | +1.9% | -6.3% | -5.0% |
| 30D | +3.2% | -8.3% | +11.5% | +5.6% |
| 3M | +23.1% | -10.7% | +33.8% | +24.7% |
| 6M | +13.3% | +1.9% | +11.4% | +9.4% |
| YTD | -7.9% | +23.5% | -31.3% | -16.7% |
| 1Y | -22.1% | +18.0% | -40.0% | -29.6% |
| 3Y | -16.8% | +236.1% | -252.9% | -48.6% |
| 5Y | -13.5% | +527.9% | -541.4% | -57.0% |
| 10Y | +137.7% | +1,252.8% | -1,115.1% | -12.2% |
| All | +8,105.0% | +61,143.5% | -53,038.5% | +1,520.2% |
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