+212.8%
EWY vs O
+26.9%
+185.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.1% |
| 7D | +1.2% | -3.5% | +4.7% | +1.5% |
| 30D | +9.3% | -3.3% | +12.6% | +9.6% |
| 3M | +2.4% | -2.8% | +5.3% | +2.2% |
| 6M | +40.3% | -5.8% | +46.0% | +41.0% |
| YTD | +88.0% | +9.4% | +78.6% | +82.7% |
| 1Y | +143.8% | +5.7% | +138.1% | +138.7% |
| All | +212.8% | +26.9% | +185.9% | +194.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling