+12.1%
EWJ vs OMC
-3.6%
+15.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.7% |
| 7D | -1.5% | -6.2% | +4.7% | -1.2% |
| 30D | +0.2% | -7.6% | +7.7% | +0.5% |
| 3M | +8.6% | +7.4% | +1.2% | +6.3% |
| 6M | +12.1% | +0.1% | +12.0% | +16.8% |
| All | +12.1% | -3.6% | +15.7% | +16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling