+148.7%
EWY vs ROP
-16.2%
+164.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.3% |
| 7D | -0.1% | -4.6% | +4.5% | +0.7% |
| 30D | +7.3% | -1.7% | +9.0% | +7.5% |
| 3M | -5.1% | +17.1% | -22.2% | -9.9% |
| 6M | +42.1% | +10.9% | +31.2% | +36.8% |
| YTD | +94.1% | -12.1% | +106.2% | +103.3% |
| 1Y | +147.8% | -24.2% | +172.1% | +177.0% |
| 3Y | +222.9% | -20.4% | +243.3% | +247.4% |
| All | +148.7% | -16.2% | +164.9% | +146.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling