+16.6%
EMR vs PL
+176.6%
-160.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.8% |
| 7D | -1.5% | -9.3% | +7.8% | -0.8% |
| 30D | -5.6% | -18.9% | +13.3% | -4.2% |
| 3M | +7.9% | -58.4% | +66.3% | +14.4% |
| 6M | +6.0% | -30.3% | +36.3% | +7.8% |
| YTD | +16.4% | -8.1% | +24.6% | +15.8% |
| 1Y | +16.6% | +180.5% | -163.9% | +11.3% |
| All | +16.6% | +176.6% | -160.0% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling