+301.5%
EMR vs COO
+40.7%
+260.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +1.9% | +3.4% |
| 7D | +2.1% | +4.3% | -2.1% | +0.3% |
| 30D | +4.8% | +17.6% | -12.8% | -2.4% |
| 3M | +7.5% | -13.9% | +21.4% | +13.5% |
| 6M | +20.9% | +6.6% | +14.3% | +15.2% |
| YTD | +29.2% | -22.0% | +51.2% | +41.9% |
| 1Y | +33.0% | -8.8% | +41.8% | +36.0% |
| 3Y | +109.8% | -21.5% | +131.2% | +119.3% |
| 5Y | +91.9% | -41.0% | +133.0% | +125.5% |
| 10Y | +301.5% | +40.9% | +260.6% | +265.5% |
| All | +301.5% | +40.7% | +260.8% | +265.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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