+108.7%
EWY vs ROL
+14.4%
+94.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.2% |
| 7D | -2.8% | +0.8% | -3.6% | -2.9% |
| 30D | -13.1% | +20.6% | -33.7% | -14.0% |
| 3M | -11.6% | +4.5% | -16.1% | -11.5% |
| 6M | -23.4% | -26.5% | +3.2% | -20.0% |
| YTD | +52.0% | -34.8% | +86.9% | +61.7% |
| 1Y | +58.6% | -33.2% | +91.8% | +67.8% |
| 3Y | +163.3% | +4.5% | +158.9% | +147.6% |
| 5Y | +108.7% | +15.5% | +93.1% | +84.1% |
| All | +108.7% | +14.4% | +94.2% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling