+352.2%
EWZ vs O
+2,067.8%
-1,715.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +1.3% | +3.5% | -2.2% | -0.5% |
| 30D | -26.2% | +10.4% | -36.6% | -30.0% |
| 3M | -8.6% | -2.4% | -6.2% | -7.7% |
| 6M | -17.0% | -1.2% | -15.8% | -17.0% |
| YTD | +2.2% | +10.4% | -8.2% | -3.8% |
| 1Y | +2.7% | +11.4% | -8.8% | -3.8% |
| 3Y | +18.2% | +40.4% | -22.2% | -3.6% |
| 5Y | +56.0% | +12.1% | +43.9% | +41.4% |
| 10Y | +60.8% | +82.7% | -21.9% | +8.6% |
| All | +352.2% | +2,067.8% | -1,715.5% | -17.1% |
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