+102.5%
EWY vs ROP
+2.3%
+100.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | +10.4% | -2.7% | +13.1% | +10.7% |
| 30D | -12.7% | +29.7% | -42.4% | -15.5% |
| 3M | -17.3% | +21.2% | -38.6% | -19.3% |
| 6M | -18.6% | +48.3% | -66.8% | -25.3% |
| YTD | +49.5% | +8.4% | +41.1% | +52.8% |
| 1Y | +55.0% | +6.0% | +49.0% | +59.9% |
| 3Y | +159.0% | -5.6% | +164.6% | +177.4% |
| 5Y | +102.5% | +1.3% | +101.2% | +100.1% |
| All | +102.5% | +2.3% | +100.1% | +100.1% |
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