+30.2%
OMC vs EME
+575.5%
-545.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.2% |
| 7D | -4.4% | +3.5% | -7.9% | -4.9% |
| 30D | -7.6% | -6.3% | -1.3% | -6.8% |
| 3M | +4.5% | -3.8% | +8.3% | +4.6% |
| 6M | -0.3% | +8.5% | -8.8% | -3.0% |
| YTD | -0.1% | +27.8% | -27.9% | -6.8% |
| 1Y | +4.6% | +22.2% | -17.6% | -2.8% |
| 3Y | +10.5% | +253.5% | -243.0% | -31.3% |
| All | +30.2% | +575.5% | -545.3% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling