+1,244.2%
EWY vs ROST
+10,738.4%
-9,494.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +8.0% | +0.2% | +7.8% | +7.9% |
| 30D | +14.3% | -10.0% | +24.3% | +18.2% |
| 3M | +2.3% | +1.2% | +1.1% | +1.2% |
| 6M | +49.9% | +8.9% | +40.9% | +44.1% |
| YTD | +95.3% | +28.1% | +67.3% | +77.7% |
| 1Y | +161.7% | +53.0% | +108.8% | +123.6% |
| 3Y | +230.2% | +97.9% | +132.3% | +154.6% |
| 5Y | +148.1% | +112.0% | +36.1% | +80.1% |
| 10Y | +293.2% | +303.0% | -9.8% | +113.8% |
| All | +1,244.2% | +10,738.4% | -9,494.2% | +171.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling