+62.4%
EWY vs ROP
+10.4%
+52.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.8% | +0.3% |
| 7D | -8.3% | +11.7% | -20.0% | -2.3% |
| 30D | -20.5% | +35.5% | -56.0% | -5.7% |
| 3M | -11.1% | +25.6% | -36.8% | +1.8% |
| 6M | -7.0% | +39.3% | -46.3% | +13.2% |
| YTD | +56.5% | +11.6% | +44.8% | +82.5% |
| 1Y | +62.4% | +10.6% | +51.8% | +90.2% |
| All | +62.4% | +10.4% | +52.0% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling