+523.3%
ON vs EMR
+279.2%
+244.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.7% | -3.7% |
| 7D | +12.2% | +2.8% | +9.4% | +9.4% |
| 30D | -3.1% | +3.7% | -6.8% | -5.9% |
| 3M | -12.9% | +2.0% | -14.9% | -13.9% |
| 6M | -38.6% | +22.1% | -60.7% | -48.7% |
| YTD | +31.2% | +27.2% | +4.0% | +3.1% |
| 1Y | +47.6% | +32.0% | +15.6% | +11.9% |
| 3Y | +6.6% | +103.3% | -96.6% | -47.2% |
| 5Y | +21.3% | +88.2% | -67.0% | -34.8% |
| All | +523.3% | +279.2% | +244.1% | +85.0% |
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