+81.2%
EWZ vs ROP
+140.4%
-59.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | +1.1% |
| 7D | +6.5% | -4.4% | +10.9% | +8.9% |
| 30D | +4.8% | +3.2% | +1.6% | +3.0% |
| 3M | +9.9% | +23.1% | -13.2% | -2.7% |
| 6M | +1.9% | +13.3% | -11.4% | -6.2% |
| YTD | +20.3% | -7.9% | +28.2% | +23.0% |
| 1Y | +35.6% | -22.1% | +57.7% | +52.4% |
| 3Y | +43.4% | -16.8% | +60.2% | +51.3% |
| 5Y | +55.9% | -13.5% | +69.5% | +55.9% |
| All | +81.2% | +140.4% | -59.2% | -10.5% |
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