+7.4%
ON vs EMR
+109.0%
-101.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.4% | +4.7% | +5.0% |
| 7D | -1.4% | +2.1% | -3.6% | -2.9% |
| 30D | -10.9% | +4.8% | -15.6% | -14.1% |
| 3M | -14.9% | +7.5% | -22.3% | -19.8% |
| 6M | -33.0% | +20.9% | -53.9% | -43.1% |
| YTD | +27.6% | +29.2% | -1.5% | -1.0% |
| 1Y | +44.5% | +33.0% | +11.5% | +8.9% |
| 3Y | +7.4% | +109.8% | -102.4% | -47.4% |
| All | +7.4% | +109.0% | -101.6% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling