+229.5%
EWY vs ROP
+185.2%
+44.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +4.2% | +0.7% | +3.5% | +4.0% |
| 30D | -10.7% | +28.8% | -39.5% | -18.7% |
| 3M | -20.1% | +21.1% | -41.1% | -25.9% |
| 6M | -24.3% | +52.5% | -76.8% | -37.5% |
| YTD | +46.9% | +8.9% | +38.0% | +39.7% |
| 1Y | +55.2% | +8.2% | +47.0% | +47.9% |
| 3Y | +157.0% | -5.2% | +162.1% | +157.8% |
| 5Y | +98.9% | +1.7% | +97.1% | +89.6% |
| All | +229.5% | +185.2% | +44.3% | +91.4% |
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