+10.5%
OMC vs EME
+252.2%
-241.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -0.8% |
| 7D | -4.4% | +3.5% | -7.9% | -4.6% |
| 30D | -7.6% | -6.3% | -1.3% | -7.3% |
| 3M | +4.5% | -3.8% | +8.3% | +4.8% |
| 6M | -0.3% | +8.5% | -8.8% | -1.6% |
| YTD | -0.1% | +27.8% | -27.9% | -3.8% |
| 1Y | +4.6% | +22.2% | -17.6% | +0.3% |
| 3Y | +10.5% | +253.5% | -243.0% | -14.7% |
| All | +10.5% | +252.2% | -241.8% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling