+50.2%
OMC vs EMB
+36.5%
+13.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.5% |
| 7D | +1.9% | -0.9% | +2.8% | +2.8% |
| 30D | +12.2% | +0.4% | +11.9% | +11.9% |
| 3M | +0.6% | -3.1% | +3.7% | +3.7% |
| 6M | +21.0% | -2.1% | +23.1% | +23.6% |
| YTD | +12.4% | -1.1% | +13.4% | +13.7% |
| 1Y | +25.4% | -0.1% | +25.5% | +25.7% |
| 3Y | +29.2% | +29.6% | -0.4% | +2.6% |
| 5Y | +52.6% | +7.2% | +45.4% | +43.9% |
| All | +50.2% | +36.5% | +13.7% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling