+64.9%
EMR vs ONON
-24.2%
+89.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -1.2% | -5.3% | +4.1% | -0.3% |
| 30D | -9.4% | -13.1% | +3.7% | -7.3% |
| 3M | +8.6% | -29.3% | +37.9% | +14.1% |
| 6M | +6.7% | -34.5% | +41.2% | +13.2% |
| YTD | +13.1% | -42.2% | +55.3% | +22.3% |
| 1Y | +12.7% | -37.3% | +50.1% | +19.9% |
| 3Y | +58.1% | -9.3% | +67.3% | +57.1% |
| All | +64.9% | -24.2% | +89.1% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 5y: compounded portfolio wealth divided by compounded ONON 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…
5y analysis · Full analysis span regression · 6 months rolling