+62.4%
EWY vs RKT
-9.4%
+71.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.7% | -10.6% | -4.2% |
| 7D | -8.3% | +29.7% | -38.0% | -15.2% |
| 30D | -20.5% | +28.5% | -49.1% | -26.5% |
| 3M | -11.1% | +6.4% | -17.5% | -12.9% |
| 6M | -7.0% | +7.1% | -14.1% | -10.4% |
| YTD | +56.5% | -22.5% | +78.9% | +56.1% |
| 1Y | +62.4% | -10.4% | +72.9% | +57.9% |
| All | +62.4% | -9.4% | +71.8% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 1y: compounded portfolio wealth divided by compounded RKT 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…
1y analysis · Full analysis span regression · 6 months rolling