+57.8%
EWZ vs ROP
+1.1%
+56.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.1% |
| 7D | -1.5% | +2.1% | -3.6% | -1.8% |
| 30D | -24.5% | +32.9% | -57.4% | -28.3% |
| 3M | -10.7% | +20.0% | -30.7% | -13.7% |
| 6M | -19.1% | +36.4% | -55.5% | -24.1% |
| YTD | +1.6% | +7.8% | -6.2% | +1.2% |
| 1Y | +4.3% | +8.0% | -3.7% | +3.8% |
| 3Y | +19.0% | -3.5% | +22.5% | +21.8% |
| All | +57.8% | +1.1% | +56.7% | +59.8% |
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