+572.1%
ON vs EMR
+274.4%
+297.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | +0.1% |
| 7D | -4.7% | -1.2% | -3.5% | -3.6% |
| 30D | -13.5% | -9.4% | -4.1% | -5.2% |
| 3M | -36.3% | +8.6% | -44.9% | -41.2% |
| 6M | +17.8% | +6.7% | +11.1% | +10.4% |
| YTD | +29.6% | +13.1% | +16.5% | +13.1% |
| 1Y | +45.8% | +12.7% | +33.1% | +27.1% |
| 3Y | -28.3% | +58.1% | -86.4% | -55.1% |
| 5Y | +49.6% | +63.6% | -14.0% | -8.4% |
| All | +572.1% | +274.4% | +297.8% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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