+60.2%
EMR vs OMC
+13.4%
+46.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | +3.1% | -5.8% | +8.8% | +4.7% |
| 30D | -3.5% | -4.8% | +1.3% | -2.3% |
| 3M | +9.8% | +9.2% | +0.5% | +6.3% |
| 6M | +10.8% | -2.5% | +13.3% | +11.1% |
| YTD | +15.9% | +2.6% | +13.4% | +13.8% |
| 1Y | +16.4% | +5.9% | +10.5% | +12.2% |
| All | +60.2% | +13.4% | +46.8% | +44.1% |
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