0.0%
EWZ vs OMC
+22.7%
-22.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.9% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | -25.9% | +10.6% | -36.5% | -26.1% |
| 3M | -6.1% | +2.6% | -8.7% | -6.5% |
| 6M | -16.1% | +16.6% | -32.7% | -17.0% |
| YTD | +1.0% | +10.9% | -9.9% | -1.9% |
| 1Y | 0.0% | +22.1% | -22.1% | +0.1% |
| All | 0.0% | +22.7% | -22.7% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling