+946.2%
EWY vs ROL
+6,712.4%
-5,766.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.1% |
| 7D | -2.8% | +0.8% | -3.6% | -3.2% |
| 30D | -13.1% | +20.6% | -33.7% | -19.9% |
| 3M | -11.6% | +4.5% | -16.1% | -14.3% |
| 6M | -23.4% | -26.5% | +3.2% | -15.4% |
| YTD | +52.0% | -34.8% | +86.9% | +75.3% |
| 1Y | +58.6% | -33.2% | +91.8% | +80.6% |
| 3Y | +163.3% | +4.5% | +158.9% | +141.4% |
| 5Y | +108.7% | +15.5% | +93.1% | +77.4% |
| 10Y | +237.8% | +217.2% | +20.6% | +69.2% |
| All | +946.2% | +6,712.4% | -5,766.2% | +34.6% |
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