+1.2%
EWZ vs ROP
+7.5%
-6.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +1.0% |
| 7D | +0.6% | -2.9% | +3.5% | +0.2% |
| 30D | -25.5% | +30.1% | -55.5% | -22.7% |
| 3M | -4.5% | +19.9% | -24.4% | -2.4% |
| 6M | -15.3% | +46.0% | -61.3% | -10.5% |
| YTD | +3.1% | +8.4% | -5.3% | +1.3% |
| 1Y | +1.2% | +8.8% | -7.6% | -0.5% |
| All | +1.2% | +7.5% | -6.3% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling