+231.8%
EWY vs RKT
-8.7%
+240.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.3% | +0.8% |
| 7D | +8.0% | +6.0% | +2.0% | +7.3% |
| 30D | +14.3% | +0.7% | +13.7% | +14.2% |
| 3M | +2.3% | +11.8% | -9.5% | +0.7% |
| 6M | +49.9% | -7.6% | +57.5% | +50.6% |
| YTD | +95.3% | -28.7% | +124.0% | +100.5% |
| 1Y | +161.7% | -32.6% | +194.3% | +169.2% |
| 3Y | +230.2% | +42.1% | +188.1% | +209.4% |
| 5Y | +148.1% | -7.2% | +155.3% | +129.2% |
| All | +231.8% | -8.7% | +240.5% | +205.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling