+520.4%
ON vs EMR
+282.1%
+238.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.8% |
| 7D | -4.1% | +0.7% | -4.8% | -4.3% |
| 30D | -10.2% | +3.5% | -13.7% | -12.7% |
| 3M | -12.7% | +5.9% | -18.7% | -16.8% |
| 6M | -32.5% | +19.4% | -52.0% | -42.5% |
| YTD | +28.6% | +27.7% | +0.9% | +0.7% |
| 1Y | +43.4% | +30.9% | +12.5% | +9.6% |
| 3Y | +3.3% | +104.2% | -100.9% | -49.1% |
| 5Y | +22.5% | +89.6% | -67.1% | -34.6% |
| All | +520.4% | +282.1% | +238.3% | +83.3% |
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