+222.9%
OMC vs EMB
+128.3%
+94.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.6% | -0.4% | +2.0% | +1.9% |
| 30D | +15.3% | +1.5% | +13.8% | +14.2% |
| 3M | +4.5% | -1.6% | +6.0% | +5.7% |
| 6M | +20.8% | -1.5% | +22.3% | +22.2% |
| YTD | +13.5% | -0.1% | +13.6% | +13.7% |
| 1Y | +25.2% | +0.5% | +24.7% | +24.9% |
| 3Y | +30.5% | +30.2% | +0.2% | +9.1% |
| 5Y | +52.7% | +8.6% | +44.1% | +43.6% |
| 10Y | +55.2% | +36.9% | +18.4% | +28.2% |
| All | +222.9% | +128.3% | +94.5% | +101.7% |
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 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