+1,244.2%
EWY vs ON
+244.6%
+999.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +1.6% |
| 7D | +8.0% | -2.2% | +10.2% | +8.5% |
| 30D | +14.3% | -12.4% | +26.8% | +17.9% |
| 3M | +2.3% | -41.2% | +43.5% | +15.1% |
| 6M | +49.9% | +25.0% | +24.9% | +42.7% |
| YTD | +95.3% | +31.3% | +64.1% | +83.8% |
| 1Y | +161.7% | +45.4% | +116.3% | +139.7% |
| 3Y | +230.2% | -27.4% | +257.6% | +233.4% |
| 5Y | +148.1% | +58.5% | +89.7% | +102.6% |
| 10Y | +293.2% | +561.8% | -268.7% | +119.5% |
| All | +1,244.2% | +244.6% | +999.6% | +507.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling