+161.6%
EWY vs ROP
-5.5%
+167.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | +10.4% | -2.7% | +13.1% | +10.0% |
| 30D | -12.7% | +29.7% | -42.4% | -9.7% |
| 3M | -17.3% | +21.2% | -38.6% | -14.9% |
| 6M | -18.6% | +48.3% | -66.8% | -17.3% |
| YTD | +49.5% | +8.4% | +41.1% | +63.2% |
| 1Y | +55.0% | +6.0% | +49.0% | +70.6% |
| All | +161.6% | -5.5% | +167.1% | +193.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling