+432.5%
EWZ vs OMC
+263.5%
+169.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.6% |
| 7D | +6.5% | -6.4% | +12.9% | +9.9% |
| 30D | +4.8% | +1.1% | +3.7% | +3.7% |
| 3M | +9.9% | +10.4% | -0.5% | +2.9% |
| 6M | +1.9% | -1.7% | +3.7% | +1.1% |
| YTD | +20.3% | +4.4% | +15.9% | +13.3% |
| 1Y | +35.6% | +8.4% | +27.2% | +23.7% |
| 3Y | +43.4% | +14.4% | +29.0% | +21.8% |
| 5Y | +55.9% | +33.9% | +22.1% | +14.6% |
| 10Y | +84.2% | +34.9% | +49.3% | +27.5% |
| All | +432.5% | +263.5% | +169.1% | +99.8% |
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 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