+152.1%
EWY vs ROL
-4.9%
+157.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.8% |
| 7D | +8.0% | -3.4% | +11.5% | +8.3% |
| 30D | +14.3% | -6.9% | +21.3% | +15.0% |
| 3M | +2.3% | -24.6% | +26.9% | +5.0% |
| 6M | +49.9% | -39.5% | +89.4% | +59.4% |
| YTD | +95.3% | -41.1% | +136.4% | +108.2% |
| 1Y | +161.7% | -37.9% | +199.7% | +175.5% |
| 3Y | +230.2% | +0.8% | +229.4% | +208.9% |
| All | +152.1% | -4.9% | +157.0% | +125.8% |
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