+910.6%
EWY vs ON
+244.5%
+666.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -0.9% |
| 7D | +4.2% | +12.2% | -8.0% | +1.4% |
| 30D | -10.7% | -3.1% | -7.5% | -9.9% |
| 3M | -20.1% | -12.9% | -7.2% | -17.5% |
| 6M | -24.3% | -38.6% | +14.3% | -15.4% |
| YTD | +46.9% | +31.2% | +15.6% | +38.3% |
| 1Y | +55.2% | +47.6% | +7.5% | +42.1% |
| 3Y | +157.0% | +6.6% | +150.3% | +141.1% |
| 5Y | +98.9% | +21.3% | +77.6% | +72.9% |
| 10Y | +226.3% | +533.3% | -307.0% | +84.1% |
| All | +910.6% | +244.5% | +666.1% | +356.7% |
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