+62.4%
EWY vs ROK
+25.3%
+37.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.4% |
| 7D | -8.3% | 0.0% | -8.3% | -8.3% |
| 30D | -20.5% | -2.5% | -18.1% | -18.6% |
| 3M | -11.1% | 0.0% | -11.1% | -10.8% |
| 6M | -7.0% | +11.6% | -18.6% | -12.5% |
| YTD | +56.5% | +15.2% | +41.3% | +40.2% |
| 1Y | +62.4% | +25.0% | +37.4% | +39.7% |
| All | +62.4% | +25.3% | +37.1% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling