+432.5%
EWZ vs O
+2,108.5%
-1,675.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | +6.5% | -0.7% | +7.2% | +6.9% |
| 30D | +4.8% | -1.9% | +6.7% | +5.8% |
| 3M | +9.9% | +3.8% | +6.1% | +7.4% |
| 6M | +1.9% | -4.7% | +6.7% | +4.2% |
| YTD | +20.3% | +12.5% | +7.8% | +12.5% |
| 1Y | +35.6% | +10.8% | +24.8% | +27.6% |
| 3Y | +43.4% | +28.8% | +14.7% | +22.6% |
| 5Y | +55.9% | +13.2% | +42.8% | +40.8% |
| 10Y | +84.2% | +53.5% | +30.7% | +36.4% |
| All | +432.5% | +2,108.5% | -1,675.9% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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