+432.5%
EWZ vs ROP
+3,244.8%
-2,812.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | +1.4% |
| 7D | +6.5% | -4.4% | +10.9% | +9.3% |
| 30D | +4.8% | +3.2% | +1.6% | +2.6% |
| 3M | +9.9% | +23.1% | -13.2% | -4.6% |
| 6M | +1.9% | +13.3% | -11.4% | -7.7% |
| YTD | +20.3% | -7.9% | +28.2% | +21.7% |
| 1Y | +35.6% | -22.1% | +57.7% | +51.2% |
| 3Y | +43.4% | -16.8% | +60.2% | +50.5% |
| 5Y | +55.9% | -13.5% | +69.5% | +54.7% |
| 10Y | +84.2% | +137.7% | -53.5% | -5.8% |
| All | +432.5% | +3,244.8% | -2,812.3% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling