+32.5%
EEM vs O
+5.5%
+27.0%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.2% |
| 7D | -0.7% | -3.5% | +2.8% | -1.1% |
| 30D | +2.4% | -3.3% | +5.7% | +2.0% |
| 3M | +4.2% | -2.8% | +7.0% | +3.5% |
| 6M | +14.8% | -5.8% | +20.5% | +15.1% |
| YTD | +23.1% | +9.4% | +13.7% | +19.7% |
| 1Y | +32.5% | +5.7% | +26.9% | +29.8% |
| All | +32.5% | +5.5% | +27.0% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling