+8.1%
EWZ vs ROK
+25.3%
-17.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | -25.0% | -2.5% | -22.5% | -24.5% |
| 3M | -10.6% | 0.0% | -10.6% | -10.7% |
| 6M | -16.6% | +11.6% | -28.2% | -20.1% |
| YTD | +2.5% | +15.2% | -12.7% | -4.0% |
| 1Y | +8.1% | +25.0% | -16.9% | -0.8% |
| All | +8.1% | +25.3% | -17.2% | -0.8% |
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