+1,236.8%
EWY vs ROP
+2,735.5%
-1,498.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.6% | +8.2% | +6.5% |
| 7D | +4.8% | -4.4% | +9.3% | +7.2% |
| 30D | +11.7% | +3.2% | +8.4% | +9.4% |
| 3M | -7.4% | +23.1% | -30.5% | -19.3% |
| 6M | +40.6% | +13.3% | +27.3% | +27.0% |
| YTD | +94.3% | -7.9% | +102.1% | +93.8% |
| 1Y | +164.3% | -22.1% | +186.3% | +187.9% |
| 3Y | +221.0% | -16.8% | +237.8% | +233.0% |
| 5Y | +139.1% | -13.5% | +152.7% | +138.9% |
| 10Y | +298.8% | +137.7% | +161.1% | +112.9% |
| All | +1,236.8% | +2,735.5% | -1,498.7% | +110.7% |
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