+72.5%
EWJ vs OMC
+10.5%
+62.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | +0.3% | -4.4% | +4.7% | +1.0% |
| 30D | +0.8% | -7.6% | +8.4% | +2.0% |
| 3M | +7.5% | +4.5% | +3.0% | +6.1% |
| 6M | +15.6% | -0.3% | +15.8% | +15.0% |
| YTD | +22.7% | -0.1% | +22.9% | +21.9% |
| 1Y | +26.4% | +4.6% | +21.8% | +23.6% |
| 3Y | +72.5% | +10.5% | +62.1% | +59.0% |
| All | +72.5% | +10.5% | +62.1% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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