+58.5%
ON vs EMR
+62.8%
-4.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.0% |
| 7D | -2.2% | +3.1% | -5.2% | -4.9% |
| 30D | -12.4% | -3.5% | -8.9% | -9.6% |
| 3M | -41.2% | +9.8% | -51.0% | -46.4% |
| 6M | +25.0% | +10.8% | +14.2% | +12.8% |
| YTD | +31.3% | +15.9% | +15.3% | +10.7% |
| 1Y | +45.4% | +16.4% | +29.0% | +21.4% |
| 3Y | -27.4% | +62.1% | -89.5% | -57.3% |
| 5Y | +58.5% | +62.9% | -4.4% | -11.1% |
| All | +58.5% | +62.8% | -4.3% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling