+303.5%
EWY vs O
+54.0%
+249.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.4% | +3.3% |
| 7D | -0.1% | -2.9% | +2.8% | +0.9% |
| 30D | +7.3% | -4.5% | +11.8% | +9.0% |
| 3M | -5.1% | -2.6% | -2.5% | -4.9% |
| 6M | +42.1% | -5.6% | +47.7% | +43.8% |
| YTD | +94.1% | +9.3% | +84.9% | +86.1% |
| 1Y | +147.8% | +4.3% | +143.5% | +141.5% |
| 3Y | +222.9% | +27.4% | +195.5% | +187.8% |
| 5Y | +150.6% | +17.1% | +133.6% | +129.1% |
| All | +303.5% | +54.0% | +249.4% | +233.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling