-24.3%
EWY vs ON
-34.7%
+10.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | +0.4% |
| 7D | +4.2% | +12.2% | -8.0% | -3.1% |
| 30D | -10.7% | -3.1% | -7.5% | -9.0% |
| 3M | -20.1% | -12.9% | -7.2% | -13.7% |
| 6M | -24.3% | -38.6% | +14.3% | -3.8% |
| All | -24.3% | -34.7% | +10.4% | -3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling