+147.8%
EWY vs ROK
+27.3%
+120.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.6% | +1.8% |
| 7D | -0.1% | -1.2% | +1.2% | +1.1% |
| 30D | +7.3% | -4.8% | +12.1% | +12.1% |
| 3M | -5.1% | -6.1% | +1.0% | +0.5% |
| 6M | +42.1% | +15.5% | +26.6% | +31.0% |
| YTD | +94.1% | +11.2% | +82.9% | +80.2% |
| 1Y | +147.8% | +23.8% | +124.0% | +116.4% |
| All | +147.8% | +27.3% | +120.5% | +116.4% |
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