+31.1%
OMC vs EME
+1,362.1%
-1,331.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.8% |
| 7D | -4.4% | +3.5% | -7.9% | -5.4% |
| 30D | -7.6% | -6.3% | -1.3% | -6.1% |
| 3M | +4.5% | -3.8% | +8.3% | +4.1% |
| 6M | -0.3% | +8.5% | -8.8% | -5.3% |
| YTD | -0.1% | +27.8% | -27.9% | -11.2% |
| 1Y | +4.6% | +22.2% | -17.6% | -7.4% |
| 3Y | +10.5% | +253.5% | -243.0% | -40.8% |
| 5Y | +31.7% | +578.6% | -546.9% | -49.1% |
| All | +31.1% | +1,362.1% | -1,331.0% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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