+142.7%
EWY vs OMC
+31.0%
+111.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.7% | -4.5% |
| 7D | +1.2% | -6.2% | +7.5% | +2.5% |
| 30D | +9.3% | -7.6% | +16.9% | +10.8% |
| 3M | +2.4% | +7.4% | -5.0% | -0.6% |
| 6M | +40.3% | +0.1% | +40.1% | +38.7% |
| YTD | +88.0% | +0.4% | +87.6% | +84.9% |
| 1Y | +143.8% | +7.8% | +136.0% | +133.1% |
| 3Y | +217.8% | +11.8% | +205.9% | +191.3% |
| 5Y | +142.7% | +32.5% | +110.3% | +99.0% |
| All | +142.7% | +31.0% | +111.8% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling