+349.8%
EWZ vs ROP
+3,814.1%
-3,464.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +2.4% |
| 7D | -1.5% | +2.1% | -3.6% | -2.8% |
| 30D | -24.5% | +32.9% | -57.4% | -37.0% |
| 3M | -10.7% | +20.0% | -30.7% | -21.1% |
| 6M | -19.1% | +36.4% | -55.5% | -35.0% |
| YTD | +1.6% | +7.8% | -6.2% | -7.6% |
| 1Y | +4.3% | +8.0% | -3.7% | -5.4% |
| 3Y | +19.0% | -3.5% | +22.5% | +12.9% |
| 5Y | +57.7% | +1.5% | +56.2% | +40.9% |
| 10Y | +51.3% | +198.5% | -147.1% | -33.5% |
| All | +349.8% | +3,814.1% | -3,464.3% | -39.7% |
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