+164.3%
EWY vs ROST
+54.0%
+110.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.7% |
| 7D | +4.8% | +0.9% | +3.9% | +4.7% |
| 30D | +11.7% | -8.9% | +20.6% | +13.4% |
| 3M | -7.4% | -0.8% | -6.6% | -7.8% |
| 6M | +40.6% | +8.5% | +32.1% | +34.1% |
| YTD | +94.3% | +28.6% | +65.7% | +75.6% |
| 1Y | +164.3% | +52.3% | +111.9% | +126.6% |
| All | +164.3% | +54.0% | +110.3% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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