+4,282.2%
EMR vs OMC
+6,384.1%
-2,101.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.9% |
| 7D | +2.7% | -0.3% | +2.9% | +2.8% |
| 30D | +2.1% | +10.6% | -8.5% | -2.3% |
| 3M | +2.3% | +2.6% | -0.3% | +0.6% |
| 6M | +22.5% | +16.6% | +5.9% | +13.2% |
| YTD | +27.2% | +10.9% | +16.3% | +18.5% |
| 1Y | +28.0% | +22.1% | +5.9% | +14.1% |
| 3Y | +103.4% | +27.5% | +76.0% | +74.7% |
| 5Y | +88.2% | +50.6% | +37.5% | +47.4% |
| 10Y | +280.3% | +51.7% | +228.7% | +189.6% |
| All | +4,282.2% | +6,384.1% | -2,101.9% | +1,263.7% |
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