+523.3%
ON vs EME
+905.2%
-381.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.3% |
| 7D | +12.2% | +8.4% | +3.9% | +6.5% |
| 30D | -3.1% | -11.5% | +8.4% | +5.0% |
| 3M | -12.9% | -20.6% | +7.8% | +1.4% |
| 6M | -38.6% | -28.5% | -10.1% | -22.4% |
| YTD | +31.2% | +8.0% | +23.2% | +25.8% |
| 1Y | +47.6% | +6.8% | +40.9% | +42.3% |
| 3Y | +6.6% | +213.9% | -207.3% | -56.9% |
| 5Y | +21.3% | +414.8% | -393.5% | -66.6% |
| All | +523.3% | +905.2% | -381.8% | +3.6% |
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