+164.3%
EWY vs ON
+56.1%
+108.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.1% |
| 7D | +4.8% | +2.4% | +2.4% | +3.5% |
| 30D | +11.7% | -3.3% | +15.0% | +13.6% |
| 3M | -7.4% | -43.6% | +36.2% | +20.3% |
| 6M | +40.6% | +19.0% | +21.6% | +34.3% |
| YTD | +94.3% | +37.4% | +56.9% | +77.5% |
| 1Y | +164.3% | +54.8% | +109.5% | +132.4% |
| All | +164.3% | +56.1% | +108.2% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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