+67.6%
EWZ vs OMC
+54.5%
+13.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.6% | +1.6% | -1.0% | 0.0% |
| 30D | -25.5% | +15.3% | -40.8% | -29.4% |
| 3M | -4.5% | +4.5% | -9.0% | -6.4% |
| 6M | -15.3% | +20.8% | -36.1% | -22.2% |
| YTD | +3.1% | +13.5% | -10.4% | -4.2% |
| 1Y | +1.2% | +25.2% | -24.0% | -10.2% |
| 3Y | +19.3% | +30.5% | -11.2% | -0.5% |
| 5Y | +52.3% | +52.7% | -0.4% | +10.9% |
| All | +67.6% | +54.5% | +13.1% | +12.8% |
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