+856.1%
EEM vs OMC
+395.3%
+460.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.1% |
| 7D | +3.1% | -5.8% | +8.8% | +6.1% |
| 30D | +4.9% | -4.8% | +9.7% | +7.2% |
| 3M | +5.2% | +9.2% | -4.0% | -1.4% |
| 6M | +20.7% | -2.5% | +23.2% | +19.8% |
| YTD | +26.5% | +2.6% | +23.9% | +19.7% |
| 1Y | +37.8% | +5.9% | +31.9% | +26.6% |
| 3Y | +91.0% | +14.2% | +76.8% | +60.1% |
| 5Y | +47.0% | +33.2% | +13.8% | +5.8% |
| 10Y | +125.6% | +33.4% | +92.2% | +42.2% |
| All | +856.1% | +395.3% | +460.7% | +124.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling