+50.3%
EWZ vs OMC
+56.1%
-5.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.0% |
| 7D | +1.4% | +5.4% | -4.0% | -0.6% |
| 30D | -25.1% | +15.7% | -40.8% | -29.1% |
| 3M | -7.7% | +4.9% | -12.6% | -9.7% |
| 6M | -15.8% | +17.3% | -33.1% | -21.8% |
| YTD | +3.6% | +13.0% | -9.4% | -3.5% |
| 1Y | +5.5% | +24.1% | -18.6% | -6.1% |
| 3Y | +22.1% | +31.2% | -9.1% | +1.6% |
| 5Y | +58.3% | +53.4% | +5.0% | +15.0% |
| 10Y | +50.3% | +55.5% | -5.3% | +1.1% |
| All | +50.3% | +56.1% | -5.8% | +1.1% |
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