+219.6%
OMC vs EMB
+126.0%
+93.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.5% |
| 7D | +1.9% | -0.9% | +2.8% | +2.5% |
| 30D | +12.2% | +0.4% | +11.9% | +12.0% |
| 3M | +0.6% | -3.1% | +3.7% | +3.0% |
| 6M | +21.0% | -2.1% | +23.1% | +23.0% |
| YTD | +12.4% | -1.1% | +13.4% | +13.4% |
| 1Y | +25.4% | -0.1% | +25.5% | +25.6% |
| 3Y | +29.2% | +29.6% | -0.4% | +8.5% |
| 5Y | +52.6% | +7.2% | +45.4% | +44.9% |
| 10Y | +53.6% | +35.5% | +18.2% | +27.8% |
| All | +219.6% | +126.0% | +93.6% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling