-6.6%
EEM vs O
-2.8%
-3.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.7% |
| 7D | +5.3% | -0.4% | +5.7% | +5.1% |
| 30D | -7.0% | +8.3% | -15.3% | -2.7% |
| 3M | -8.0% | -4.0% | -4.0% | -11.3% |
| 6M | -6.6% | -2.6% | -4.0% | -8.5% |
| All | -6.6% | -2.8% | -3.9% | -8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling