+92.6%
EWZ vs OMC
+29.9%
+62.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.1% |
| 7D | -0.1% | -4.2% | +4.2% | +1.5% |
| 30D | +8.2% | -7.5% | +15.7% | +11.1% |
| 3M | +13.3% | +4.6% | +8.7% | +10.0% |
| 6M | +3.6% | -4.8% | +8.4% | +4.3% |
| YTD | +21.0% | -1.0% | +22.0% | +18.4% |
| 1Y | +34.7% | +3.8% | +30.8% | +28.0% |
| 3Y | +48.3% | +10.2% | +38.1% | +32.2% |
| 5Y | +60.1% | +29.7% | +30.4% | +24.3% |
| 10Y | +92.6% | +32.3% | +60.3% | +32.3% |
| All | +92.6% | +29.9% | +62.7% | +32.3% |
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