+121.9%
EEM vs O
+82.2%
+39.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.3% |
| 7D | +5.3% | -0.4% | +5.7% | +5.5% |
| 30D | -7.0% | +8.3% | -15.3% | -9.3% |
| 3M | -8.0% | -4.0% | -4.0% | -7.0% |
| 6M | -6.6% | -2.6% | -4.0% | -6.4% |
| YTD | +12.3% | +9.9% | +2.4% | +8.3% |
| 1Y | +12.2% | +9.8% | +2.3% | +8.1% |
| 3Y | +71.2% | +39.7% | +31.5% | +50.9% |
| 5Y | +32.2% | +9.2% | +23.1% | +25.4% |
| All | +121.9% | +82.2% | +39.7% | +78.3% |
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