+50.9%
EWZ vs ROP
+0.9%
+50.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +1.3% | +0.2% | +1.1% | +1.3% |
| 30D | -26.2% | +30.3% | -56.5% | -29.6% |
| 3M | -8.6% | +17.8% | -26.4% | -11.4% |
| 6M | -17.0% | +38.9% | -55.9% | -22.5% |
| YTD | +2.2% | +7.6% | -5.5% | +1.8% |
| 1Y | +2.7% | +6.5% | -3.8% | +2.6% |
| 3Y | +18.2% | -6.3% | +24.5% | +22.2% |
| All | +50.9% | +0.9% | +50.0% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling