+929.0%
EWY vs ROP
+3,235.3%
-2,306.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | +10.4% | -2.7% | +13.1% | +11.8% |
| 30D | -12.7% | +29.7% | -42.4% | -24.6% |
| 3M | -17.3% | +21.2% | -38.6% | -26.6% |
| 6M | -18.6% | +48.3% | -66.8% | -36.8% |
| YTD | +49.5% | +8.4% | +41.1% | +35.0% |
| 1Y | +55.0% | +6.0% | +49.0% | +41.6% |
| 3Y | +159.0% | -5.6% | +164.6% | +148.1% |
| 5Y | +102.5% | +1.3% | +101.2% | +83.7% |
| 10Y | +232.2% | +184.1% | +48.1% | +59.1% |
| All | +929.0% | +3,235.3% | -2,306.3% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling