Every comedian has an origin story. For Mr. Roosevelt’s Emily Martin (Noël Wells), it all began with a cow costume and a kindergarten play, her first taste of the endorphin high that comes with making a crowd of strangers laugh. A couple of decades later, she’s parading her box of wigs and rotation of impressions (Holly Hunter at a yard sale, Kirsten Wiig discovering a murder scene, girl who is always cold) to couches of unimpressed casting directors. She performs improv, endures the self-satisfied tweeting of aspiring comedians— sometimes mid-coitus — and struggles to hold down a day job as she tries to make it in Los Angeles.

It’s a fictionalized — though it's fair to say semi-autobiographical — version of Wells’ journey, and it feels like ideal subject matter for the SNL alumna's first film, Mr. Roosevelt. Emily — Wells’ on-screen counterpart — is nowhere near Rupert Pupkin levels of crazy, but she’s certainly gotten a little lost in the weeds (or the wigs) on her journey to comedy stardom.

“One day I’ll do the female King of Comedy!” Wells says when I bring up slight resemblances to Scorsese’s film about an unhinged aspiring comedian in the film’s opening scene (Emily, it should be noted, is relatively sane). “I really like that kind of dark comedy, very character-based — just the sadness and darkness of clueless people and their existence in society.” However, Emily is no lost cause.

When Emily’s cat (the eponymous Mr. Roosevelt) dies, she’s forced to return home to Austin and stay with her ex-boyfriend Eric (Nick Thune) and his new Instagram-perfect yuppie girlfriend, Celeste (Britt Lower), in the house she once shared with Eric, and she isn’t exactly a model of great behavior. But unlike, say, the self-obsessed millennials who populate the work of Lena Dunham (whom Wells once parodied to brilliant effect on SNL), Emily’s myopia is fodder to grow and learn, not her fundamental character trait.

“I never wanted it to be like Emily doesn’t do anything wrong,” Wells says. “Just like guys, girls can also be crappy people.”

In one of the film’s sharpest moments of gender reversal, Emily jumps a guy’s bones after he tells her he thinks she’s “funny.” There’s no need to rehash the sexist, pseudoscientific garbage about men needing to develop senses of humor to procreate — usually a parenthetical to explain why women don’t need to be “funny” — and it’s satisfying to see this flipped on its head on-screen.

“With boys, like rock stars or young guys trying to win a girl and be valued for what he’s really all about, they’re seeking that love, that validation,” Wells explains. “In this version of a movie, Emily’s a protagonist, and so she wants to be important and be heard and be seen and validated. Comedy is her ticket to that.”

For Wells, her ticket was the pursuit of her own projects. After graduating from UT Austin and moving to Los Angeles, she made her own sketch comedy videos on YouTube, some of which had upward of 15 million views. This launching pad helped Wells get her big break at a comedy behemoth where many, if not most, young comedians imagine getting their breakthrough: as a featured player on Saturday Night Live.

Despite a knack for impressions, she wasn’t invited back for a second season. But there’s a sense of rock & roll about Wells, an antiestablishment ethos that was cemented by her ousting from what she now refers to as a “comedy dinosaur.” And like many other talented women who’ve been cut from SNL too early — Jenny Slate, Michaela Watkins, Casey Wilson — Wells chose to go her own way, and she’s better off for it.

Shortly after her departure, she was cast as Dev’s girlfriend Rachel in the excellent first season of Aziz Ansari’s Master of None. Her performance was universally acclaimed, due in large part to the collaborative approach that she and Ansari brought to the character.

But ultimately, all paths led to one destination: making her own film. When I ask whether her choice to both write and direct was a long-held desire, a response to lackluster parts for women or a combination of the two, Wells says it was a combo.

“What kind of forced my hand to write and direct and be in my own movie — that’s like the ultimate combination because I think if I had moved out here and it was easier to collaborate with people or if people saw what I do, I think I might not have necessarily needed to do all of this,” Wells says.

But, she says, it was also inevitable that she would eventually make a film. Not to prove that she could — she already knew that, and this self-assured debut, which won an audience award at SXSW this year, is evidence — but to take her fate in her own hands.

Women are a key part of that journey. In Mr. Roosevelt, healthy female relationships are essential to Emily’s growth, and that sensibility is mirrored behind the scenes. The film was shot on 16mm by talented female cinematographer Dagmar Weaver-Madsen.

“Growing up I didn’t have a lot of positive female support in my life,” Wells says. “As I’ve grown up, learning how to support women and allow them to support me as well have been invaluable to my existence and maturing process.”

Wells isn't sure yet what her next film will be, though she’s sure that she wants to continue to bring in women as creative collaborators. Wells doesn’t want to jinx anything by speaking too soon, but I’m holding out for a female King of Comedy.

Mr. Roosevelt opens Friday, Nov. 17, at Arena Cinelounge in Hollywood. arenascreen.com/event/mr-roosevelt.

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