+16.6%
EMR vs OMC
+9.8%
+6.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.0% |
| 7D | -1.5% | -6.4% | +4.9% | -0.8% |
| 30D | -5.6% | +1.1% | -6.7% | -5.8% |
| 3M | +7.9% | +10.4% | -2.5% | +6.8% |
| 6M | +6.0% | -1.7% | +7.7% | +6.2% |
| YTD | +16.4% | +4.4% | +12.0% | +14.9% |
| 1Y | +16.6% | +8.4% | +8.2% | +13.7% |
| All | +16.6% | +9.8% | +6.9% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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