+1,244.2%
EWY vs ROK
+5,108.1%
-3,863.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +1.1% |
| 7D | +8.0% | +2.8% | +5.2% | +6.6% |
| 30D | +14.3% | -2.4% | +16.7% | +15.8% |
| 3M | +2.3% | -4.7% | +7.0% | +5.2% |
| 6M | +49.9% | +16.8% | +33.1% | +40.9% |
| YTD | +95.3% | +11.4% | +84.0% | +87.3% |
| 1Y | +161.7% | +26.2% | +135.6% | +136.2% |
| 3Y | +230.2% | +51.9% | +178.3% | +160.1% |
| 5Y | +148.1% | +46.4% | +101.8% | +91.8% |
| 10Y | +293.2% | +343.5% | -50.4% | +62.9% |
| All | +1,244.2% | +5,108.1% | -3,863.9% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling