+1,236.8%
EWY vs O
+2,278.6%
-1,041.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +5.0% |
| 7D | +4.8% | -0.7% | +5.6% | +5.1% |
| 30D | +11.7% | -1.9% | +13.5% | +12.6% |
| 3M | -7.4% | +3.8% | -11.2% | -9.9% |
| 6M | +40.6% | -4.7% | +45.3% | +42.2% |
| YTD | +94.3% | +12.5% | +81.8% | +82.3% |
| 1Y | +164.3% | +10.8% | +153.4% | +149.3% |
| 3Y | +221.0% | +28.8% | +192.2% | +178.2% |
| 5Y | +139.1% | +13.2% | +125.9% | +117.5% |
| 10Y | +298.8% | +53.5% | +245.3% | +191.5% |
| All | +1,236.8% | +2,278.6% | -1,041.7% | +189.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling