+141.9%
EWJ vs ROK
+357.9%
-216.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.7% |
| 7D | +0.3% | -1.2% | +1.5% | +0.7% |
| 30D | +0.8% | -4.8% | +5.6% | +2.2% |
| 3M | +7.5% | -6.1% | +13.6% | +9.2% |
| 6M | +15.6% | +15.5% | +0.1% | +10.4% |
| YTD | +22.7% | +11.2% | +11.6% | +18.2% |
| 1Y | +26.4% | +23.8% | +2.6% | +17.9% |
| 3Y | +72.5% | +53.1% | +19.4% | +47.2% |
| 5Y | +52.4% | +48.3% | +4.2% | +28.4% |
| All | +141.9% | +357.9% | -216.1% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling