+62.4%
EWY vs O
+8.1%
+54.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -0.3% |
| 7D | -8.3% | +5.8% | -14.1% | -5.5% |
| 30D | -20.5% | +10.7% | -31.2% | -16.3% |
| 3M | -11.1% | -4.5% | -6.6% | -12.3% |
| 6M | -7.0% | -4.1% | -2.9% | -6.0% |
| YTD | +56.5% | +9.8% | +46.7% | +60.6% |
| 1Y | +62.4% | +11.3% | +51.1% | +67.1% |
| All | +62.4% | +8.1% | +54.3% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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