+303.5%
EWY vs OMC
+34.2%
+269.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.4% |
| 7D | -0.1% | -4.4% | +4.3% | +1.1% |
| 30D | +7.3% | -7.6% | +14.9% | +9.4% |
| 3M | -5.1% | +4.5% | -9.7% | -7.8% |
| 6M | +42.1% | -0.3% | +42.3% | +40.1% |
| YTD | +94.1% | -0.1% | +94.2% | +89.8% |
| 1Y | +147.8% | +4.6% | +143.2% | +137.0% |
| 3Y | +222.9% | +10.5% | +212.5% | +196.2% |
| 5Y | +150.6% | +31.7% | +118.9% | +110.8% |
| All | +303.5% | +34.2% | +269.3% | +225.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling