+209.9%
ON vs EMR
+1,014.6%
-804.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | -0.5% |
| 7D | +2.4% | -1.5% | +4.0% | +3.7% |
| 30D | -3.3% | -5.6% | +2.3% | +1.3% |
| 3M | -43.6% | +7.9% | -51.5% | -47.1% |
| 6M | +19.0% | +6.0% | +12.9% | +13.3% |
| YTD | +37.4% | +16.4% | +20.9% | +19.1% |
| 1Y | +54.8% | +16.6% | +38.1% | +33.6% |
| 3Y | -25.2% | +62.9% | -88.0% | -51.4% |
| 5Y | +62.7% | +60.1% | +2.6% | +9.1% |
| 10Y | +574.3% | +268.7% | +305.6% | +127.6% |
| All | +209.9% | +1,014.6% | -804.7% | -58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling