+303.5%
EWY vs ROK
+357.9%
-54.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.6% | +2.5% |
| 7D | -0.1% | -1.2% | +1.2% | +0.5% |
| 30D | +7.3% | -4.8% | +12.1% | +9.7% |
| 3M | -5.1% | -6.1% | +1.0% | -2.1% |
| 6M | +42.1% | +15.5% | +26.6% | +35.6% |
| YTD | +94.1% | +11.2% | +82.9% | +87.7% |
| 1Y | +147.8% | +23.8% | +124.0% | +129.4% |
| 3Y | +222.9% | +53.1% | +169.8% | +164.3% |
| 5Y | +150.6% | +48.3% | +102.3% | +101.9% |
| All | +303.5% | +357.9% | -54.4% | +101.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling