+910.6%
EWY vs ROL
+6,785.0%
-5,874.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.3% | -2.8% |
| 7D | +4.2% | +3.0% | +1.2% | +3.0% |
| 30D | -10.7% | +19.8% | -30.4% | -17.4% |
| 3M | -20.1% | +7.9% | -28.0% | -23.4% |
| 6M | -24.3% | -25.6% | +1.3% | -16.9% |
| YTD | +46.9% | -34.1% | +81.0% | +68.6% |
| 1Y | +55.2% | -31.4% | +86.6% | +74.8% |
| 3Y | +157.0% | +4.7% | +152.3% | +135.4% |
| 5Y | +98.9% | +15.6% | +83.3% | +69.0% |
| 10Y | +226.3% | +220.6% | +5.7% | +62.7% |
| All | +910.6% | +6,785.0% | -5,874.4% | +29.4% |
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