+103.2%
EMR vs OMC
+28.0%
+75.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.5% |
| 7D | +2.7% | -0.3% | +2.9% | +2.7% |
| 30D | +2.1% | +10.6% | -8.5% | -0.7% |
| 3M | +2.3% | +2.6% | -0.3% | +1.3% |
| 6M | +22.5% | +16.6% | +5.9% | +16.4% |
| YTD | +27.2% | +10.9% | +16.3% | +22.2% |
| 1Y | +28.0% | +22.1% | +5.9% | +18.1% |
| All | +103.2% | +28.0% | +75.2% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling