+290.8%
EWY vs ROP
+135.7%
+155.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.0% |
| 7D | +1.2% | -8.0% | +9.2% | +4.3% |
| 30D | +9.3% | -2.7% | +12.0% | +10.1% |
| 3M | +2.4% | +16.6% | -14.2% | -5.8% |
| 6M | +40.3% | +10.4% | +29.9% | +31.4% |
| YTD | +88.0% | -12.1% | +100.1% | +94.1% |
| 1Y | +143.8% | -23.6% | +167.4% | +169.1% |
| 3Y | +217.8% | -19.3% | +237.1% | +236.7% |
| 5Y | +142.7% | -15.4% | +158.1% | +147.0% |
| All | +290.8% | +135.7% | +155.1% | +141.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling