+62.4%
EWY vs OMC
+24.5%
+37.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.2% | -7.1% | -1.0% |
| 7D | -8.3% | +12.5% | -20.8% | -6.4% |
| 30D | -20.5% | +16.3% | -36.8% | -18.6% |
| 3M | -11.1% | +8.1% | -19.2% | -9.6% |
| 6M | -7.0% | +17.2% | -24.2% | -5.6% |
| YTD | +56.5% | +11.8% | +44.7% | +59.1% |
| 1Y | +62.4% | +23.9% | +38.5% | +61.9% |
| All | +62.4% | +24.5% | +37.9% | +61.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling