+4,283.7%
EMR vs OMC
+6,469.3%
-2,185.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.5% |
| 7D | +2.8% | +1.9% | +1.0% | +2.1% |
| 30D | +3.7% | +12.2% | -8.5% | -1.4% |
| 3M | +2.0% | +0.6% | +1.4% | +1.2% |
| 6M | +22.1% | +21.0% | +1.1% | +11.2% |
| YTD | +27.2% | +12.4% | +14.9% | +17.9% |
| 1Y | +32.0% | +25.4% | +6.6% | +16.3% |
| 3Y | +103.3% | +29.2% | +74.1% | +73.6% |
| 5Y | +88.2% | +52.6% | +35.6% | +46.6% |
| 10Y | +280.4% | +53.6% | +226.8% | +188.1% |
| All | +4,283.7% | +6,469.3% | -2,185.6% | +1,256.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling