+48.2%
OMC vs EMB
+36.8%
+11.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.5% |
| 7D | -0.3% | -0.7% | +0.4% | +0.4% |
| 30D | +10.6% | +0.5% | +10.1% | +10.2% |
| 3M | +2.6% | -2.5% | +5.1% | +5.1% |
| 6M | +16.6% | -2.0% | +18.6% | +19.0% |
| YTD | +10.9% | -0.9% | +11.8% | +12.0% |
| 1Y | +22.1% | -0.3% | +22.4% | +22.6% |
| 3Y | +27.5% | +29.2% | -1.7% | +1.5% |
| 5Y | +50.6% | +7.4% | +43.2% | +41.8% |
| All | +48.2% | +36.8% | +11.5% | +24.7% |
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