+154.7%
EWJ vs OMC
+1,369.8%
-1,215.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.2% |
| 7D | +2.9% | -5.8% | +8.6% | +4.7% |
| 30D | +1.1% | -4.8% | +5.9% | +2.5% |
| 3M | +7.1% | +9.2% | -2.1% | +3.5% |
| 6M | +16.2% | -2.5% | +18.7% | +16.0% |
| YTD | +22.0% | +2.6% | +19.4% | +18.8% |
| 1Y | +26.2% | +5.9% | +20.3% | +21.0% |
| 3Y | +73.5% | +14.2% | +59.3% | +59.8% |
| 5Y | +52.7% | +33.2% | +19.5% | +31.1% |
| 10Y | +138.5% | +33.4% | +105.1% | +94.6% |
| All | +154.7% | +1,369.8% | -1,215.0% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling