+16.4%
EMR vs COO
-2.5%
+18.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.6% |
| 7D | +3.1% | -2.3% | +5.4% | +3.9% |
| 30D | -3.5% | -8.8% | +5.3% | -0.3% |
| 3M | +9.8% | +1.3% | +8.4% | +8.7% |
| 6M | +10.8% | -11.6% | +22.4% | +18.2% |
| YTD | +15.9% | -17.4% | +33.3% | +27.7% |
| 1Y | +16.4% | -1.6% | +18.0% | +20.0% |
| All | +16.4% | -2.5% | +18.9% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling