+57.8%
EWZ vs OMC
+49.2%
+8.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -1.5% | +6.3% | -7.8% | -2.7% |
| 30D | -24.5% | +15.4% | -39.9% | -26.5% |
| 3M | -10.7% | +5.8% | -16.4% | -11.8% |
| 6M | -19.1% | +14.7% | -33.8% | -21.7% |
| YTD | +1.6% | +10.3% | -8.7% | -1.2% |
| 1Y | +4.3% | +23.2% | -18.9% | -1.4% |
| 3Y | +19.0% | +24.6% | -5.6% | +9.3% |
| All | +57.8% | +49.2% | +8.6% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling