+153.3%
EWY vs O
+12.6%
+140.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.8% |
| 7D | +6.7% | -2.3% | +8.9% | +7.2% |
| 30D | +17.0% | -2.4% | +19.4% | +17.6% |
| 3M | +3.7% | -0.6% | +4.2% | +3.0% |
| 6M | +42.5% | -5.0% | +47.5% | +43.7% |
| YTD | +96.2% | +10.4% | +85.9% | +88.1% |
| 1Y | +160.4% | +6.6% | +153.8% | +152.4% |
| 3Y | +231.7% | +28.4% | +203.3% | +196.3% |
| 5Y | +153.3% | +15.3% | +138.0% | +138.3% |
| All | +153.3% | +12.6% | +140.7% | +138.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling