+229.7%
EWY vs RKT
-12.9%
+242.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | -0.1% | -6.3% | +6.2% | +0.7% |
| 30D | +7.3% | -6.2% | +13.5% | +8.1% |
| 3M | -5.1% | -1.9% | -3.3% | -5.2% |
| 6M | +42.1% | -13.0% | +55.1% | +43.7% |
| YTD | +94.1% | -31.9% | +126.0% | +100.3% |
| 1Y | +147.8% | -37.6% | +185.4% | +157.1% |
| 3Y | +222.9% | +36.8% | +186.1% | +204.1% |
| 5Y | +150.6% | -9.7% | +160.4% | +132.8% |
| All | +229.7% | -12.9% | +242.6% | +205.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling