+46.0%
ON vs EMR
+15.1%
+30.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.8% |
| 7D | -1.9% | +0.9% | -2.8% | -2.5% |
| 30D | -11.0% | -5.0% | -6.1% | -7.7% |
| 3M | -39.3% | +5.9% | -45.3% | -42.0% |
| 6M | +19.8% | +7.3% | +12.5% | +12.0% |
| YTD | +31.1% | +14.6% | +16.5% | +12.7% |
| 1Y | +46.0% | +15.6% | +30.4% | +22.0% |
| All | +46.0% | +15.1% | +30.8% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling