+1,244.2%
EWY vs OMC
+247.3%
+996.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.4% |
| 7D | +8.0% | -5.8% | +13.8% | +10.8% |
| 30D | +14.3% | -4.8% | +19.2% | +16.6% |
| 3M | +2.3% | +9.2% | -6.9% | -4.1% |
| 6M | +49.9% | -2.5% | +52.3% | +48.1% |
| YTD | +95.3% | +2.6% | +92.8% | +85.3% |
| 1Y | +161.7% | +5.9% | +155.8% | +141.4% |
| 3Y | +230.2% | +14.2% | +216.0% | +183.1% |
| 5Y | +148.1% | +33.2% | +114.9% | +89.1% |
| 10Y | +293.2% | +33.4% | +259.8% | +173.9% |
| All | +1,244.2% | +247.3% | +996.9% | +365.7% |
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