+3,912.1%
EMR vs COO
+5,988.7%
-2,076.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.9% |
| 7D | -1.5% | -2.2% | +0.7% | -1.3% |
| 30D | -5.6% | -7.0% | +1.4% | -5.0% |
| 3M | +7.9% | +12.2% | -4.3% | +6.7% |
| 6M | +6.0% | -15.1% | +21.1% | +7.5% |
| YTD | +16.4% | -15.1% | +31.5% | +18.0% |
| 1Y | +16.6% | +2.3% | +14.3% | +16.3% |
| 3Y | +62.9% | -23.7% | +86.5% | +65.8% |
| 5Y | +60.1% | -38.9% | +99.0% | +65.4% |
| 10Y | +268.8% | +49.9% | +218.8% | +258.4% |
| All | +3,912.1% | +5,988.7% | -2,076.6% | +3,288.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling