+349.8%
EWZ vs OMC
+283.9%
+66.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | -1.5% | +6.3% | -7.8% | -4.6% |
| 30D | -24.5% | +15.4% | -39.9% | -29.9% |
| 3M | -10.7% | +5.8% | -16.4% | -13.8% |
| 6M | -19.1% | +14.7% | -33.8% | -26.0% |
| YTD | +1.6% | +10.3% | -8.7% | -7.0% |
| 1Y | +4.3% | +23.2% | -18.9% | -10.8% |
| 3Y | +19.0% | +24.6% | -5.6% | -3.5% |
| 5Y | +57.7% | +50.1% | +7.6% | +8.8% |
| 10Y | +51.3% | +54.3% | -2.9% | -3.1% |
| All | +349.8% | +283.9% | +66.0% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling