+629.3%
ON vs EME
+1,362.1%
-732.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.3% | +4.2% | +5.6% |
| 7D | +2.4% | +3.5% | -1.1% | 0.0% |
| 30D | -8.6% | -6.3% | -2.3% | -4.6% |
| 3M | -34.3% | -3.8% | -30.6% | -32.0% |
| 6M | +28.5% | +8.5% | +20.0% | +23.6% |
| YTD | +40.6% | +27.8% | +12.8% | +20.9% |
| 1Y | +55.3% | +22.2% | +33.1% | +33.8% |
| 3Y | -22.2% | +253.5% | -275.7% | -70.5% |
| 5Y | +62.4% | +578.6% | -516.2% | -62.3% |
| All | +629.3% | +1,362.1% | -732.8% | +3.8% |
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