+62.7%
EMR vs COO
-38.8%
+101.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.3% |
| 7D | -1.5% | -2.2% | +0.7% | -0.7% |
| 30D | -5.6% | -7.0% | +1.4% | -3.2% |
| 3M | +7.9% | +12.2% | -4.3% | +2.9% |
| 6M | +6.0% | -15.1% | +21.1% | +12.1% |
| YTD | +16.4% | -15.1% | +31.5% | +23.2% |
| 1Y | +16.6% | +2.3% | +14.3% | +15.1% |
| 3Y | +62.9% | -23.7% | +86.5% | +72.9% |
| All | +62.7% | -38.8% | +101.5% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling