+125.7%
EEM vs O
+54.2%
+71.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -0.7% | -3.5% | +2.8% | +0.4% |
| 30D | +2.4% | -3.3% | +5.7% | +3.4% |
| 3M | +4.2% | -2.8% | +7.0% | +4.7% |
| 6M | +14.8% | -5.8% | +20.5% | +16.4% |
| YTD | +23.1% | +9.4% | +13.7% | +18.9% |
| 1Y | +32.5% | +5.7% | +26.9% | +29.4% |
| 3Y | +85.9% | +27.2% | +58.7% | +68.8% |
| 5Y | +43.6% | +17.2% | +26.4% | +32.9% |
| All | +125.7% | +54.2% | +71.5% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling