+303.5%
EWY vs ROST
+317.9%
-14.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +2.5% |
| 7D | -0.1% | +0.2% | -0.3% | -0.1% |
| 30D | +7.3% | -6.9% | +14.2% | +9.5% |
| 3M | -5.1% | -3.3% | -1.8% | -4.7% |
| 6M | +42.1% | +9.0% | +33.0% | +36.8% |
| YTD | +94.1% | +28.9% | +65.3% | +77.0% |
| 1Y | +147.8% | +54.0% | +93.9% | +113.0% |
| 3Y | +222.9% | +100.7% | +122.2% | +151.2% |
| 5Y | +150.6% | +116.0% | +34.6% | +84.3% |
| All | +303.5% | +317.9% | -14.4% | +135.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling