+154.7%
EWJ vs ROK
+5,242.6%
-5,087.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | +2.9% | +2.8% | +0.1% | +2.0% |
| 30D | +1.1% | -2.4% | +3.5% | +1.8% |
| 3M | +7.1% | -4.7% | +11.8% | +8.4% |
| 6M | +16.2% | +16.8% | -0.6% | +10.5% |
| YTD | +22.0% | +11.4% | +10.6% | +17.3% |
| 1Y | +26.2% | +26.2% | 0.0% | +16.9% |
| 3Y | +73.5% | +51.9% | +21.6% | +48.0% |
| 5Y | +52.7% | +46.4% | +6.3% | +28.9% |
| 10Y | +138.5% | +343.5% | -205.0% | +37.9% |
| All | +154.7% | +5,242.6% | -5,087.8% | -35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling