+226.4%
EWY vs ROL
-1.5%
+227.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.4% |
| 7D | +6.7% | -3.3% | +9.9% | +6.5% |
| 30D | +17.0% | -7.2% | +24.2% | +16.6% |
| 3M | +3.7% | -27.0% | +30.6% | +3.1% |
| 6M | +42.5% | -39.5% | +82.0% | +44.0% |
| YTD | +96.2% | -41.8% | +138.0% | +98.7% |
| 1Y | +160.4% | -38.9% | +199.2% | +162.2% |
| All | +226.4% | -1.5% | +227.9% | +203.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling