+1,236.8%
EWY vs ROL
+6,217.4%
-4,980.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.4% |
| 7D | +4.8% | -1.4% | +6.2% | +5.4% |
| 30D | +11.7% | -4.1% | +15.8% | +13.3% |
| 3M | -7.4% | -22.5% | +15.1% | +1.2% |
| 6M | +40.6% | -37.7% | +78.2% | +67.6% |
| YTD | +94.3% | -39.6% | +133.8% | +133.3% |
| 1Y | +164.3% | -36.0% | +200.3% | +207.4% |
| 3Y | +221.0% | -5.1% | +226.1% | +207.7% |
| 5Y | +139.1% | -3.4% | +142.5% | +120.5% |
| 10Y | +298.8% | +215.2% | +83.5% | +101.1% |
| All | +1,236.8% | +6,217.4% | -4,980.6% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling