+60.8%
EWZ vs ROP
+185.1%
-124.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | +1.3% | +0.2% | +1.1% | +1.1% |
| 30D | -26.2% | +30.3% | -56.5% | -35.6% |
| 3M | -8.6% | +17.8% | -26.4% | -16.5% |
| 6M | -17.0% | +38.9% | -55.9% | -31.4% |
| YTD | +2.2% | +7.6% | -5.5% | -4.0% |
| 1Y | +2.7% | +6.5% | -3.8% | -3.1% |
| 3Y | +18.2% | -6.3% | +24.5% | +17.4% |
| 5Y | +56.0% | +0.9% | +55.1% | +44.0% |
| 10Y | +60.8% | +180.7% | -119.9% | -26.9% |
| All | +60.8% | +185.1% | -124.2% | -26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling