+4,298.5%
EMR vs NOC
+17,539.7%
-13,241.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | -1.7% |
| 7D | +0.7% | -0.3% | +1.0% | +0.7% |
| 30D | +3.5% | +14.1% | -10.6% | -0.9% |
| 3M | +5.9% | -4.6% | +10.6% | +7.0% |
| 6M | +19.4% | +0.7% | +18.7% | +18.2% |
| YTD | +27.7% | -2.6% | +30.3% | +27.1% |
| 1Y | +30.9% | -1.0% | +31.9% | +29.6% |
| 3Y | +104.2% | +24.5% | +79.7% | +84.2% |
| 5Y | +89.6% | +64.3% | +25.3% | +52.7% |
| 10Y | +280.0% | +162.8% | +117.3% | +158.3% |
| All | +4,298.5% | +17,539.7% | -13,241.2% | +1,266.2% |
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