+195.8%
ON vs EME
+14,820.9%
-14,625.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +1.2% |
| 7D | -1.9% | +2.7% | -4.6% | -3.5% |
| 30D | -11.0% | -6.8% | -4.2% | -7.6% |
| 3M | -39.3% | -8.8% | -30.5% | -35.6% |
| 6M | +19.8% | +5.0% | +14.8% | +18.1% |
| YTD | +31.1% | +23.5% | +7.6% | +17.5% |
| 1Y | +46.0% | +21.3% | +24.7% | +29.6% |
| 3Y | -27.5% | +241.1% | -268.6% | -65.5% |
| 5Y | +56.9% | +549.2% | -492.3% | -47.8% |
| 10Y | +591.8% | +1,306.4% | -714.6% | +49.3% |
| All | +195.8% | +14,820.9% | -14,625.1% | -73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling