+303.5%
EWY vs ROL
+211.6%
+91.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.8% | +3.1% |
| 7D | -0.1% | -3.2% | +3.1% | +0.7% |
| 30D | +7.3% | -4.9% | +12.2% | +8.5% |
| 3M | -5.1% | -25.8% | +20.7% | +1.5% |
| 6M | +42.1% | -37.6% | +79.6% | +58.9% |
| YTD | +94.1% | -41.5% | +135.6% | +120.3% |
| 1Y | +147.8% | -39.5% | +187.3% | +177.3% |
| 3Y | +222.9% | +0.1% | +222.8% | +202.1% |
| 5Y | +150.6% | -4.6% | +155.2% | +132.8% |
| All | +303.5% | +211.6% | +91.9% | +165.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling