+143.8%
EWY vs ROL
-38.5%
+182.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | +1.2% | -3.2% | +4.4% | +0.2% |
| 30D | +9.3% | -6.6% | +15.9% | +7.1% |
| 3M | +2.4% | -27.3% | +29.7% | -5.6% |
| 6M | +40.3% | -38.1% | +78.4% | +28.0% |
| YTD | +88.0% | -41.8% | +129.8% | +72.3% |
| 1Y | +143.8% | -37.8% | +181.6% | +130.3% |
| All | +143.8% | -38.5% | +182.3% | +130.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling