+3,912.1%
EMR vs NOC
+16,458.4%
-12,546.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.5% |
| 7D | -1.5% | -5.2% | +3.7% | +0.1% |
| 30D | -5.6% | -7.2% | +1.6% | -3.5% |
| 3M | +7.9% | -5.1% | +13.0% | +9.3% |
| 6M | +6.0% | -31.1% | +37.1% | +18.4% |
| YTD | +16.4% | -8.6% | +25.0% | +18.7% |
| 1Y | +16.6% | -9.7% | +26.3% | +19.2% |
| 3Y | +62.9% | +24.3% | +38.6% | +46.9% |
| 5Y | +60.1% | +52.6% | +7.5% | +32.1% |
| 10Y | +268.7% | +183.6% | +85.2% | +145.7% |
| All | +3,912.1% | +16,458.4% | -12,546.3% | +1,175.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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