+128.5%
EEM vs OMC
+34.2%
+94.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.4% |
| 7D | -1.3% | -4.4% | +3.1% | -0.2% |
| 30D | +2.1% | -7.6% | +9.7% | +3.9% |
| 3M | +1.0% | +4.5% | -3.5% | -1.0% |
| 6M | +15.9% | -0.3% | +16.2% | +14.9% |
| YTD | +24.6% | -0.1% | +24.8% | +22.6% |
| 1Y | +32.3% | +4.6% | +27.6% | +27.8% |
| 3Y | +85.9% | +10.5% | +75.4% | +72.8% |
| 5Y | +45.4% | +31.7% | +13.6% | +24.9% |
| All | +128.5% | +34.2% | +94.3% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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