+66.5%
EWZ vs ROK
+264.0%
-197.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +0.8% | +7.1% | -6.3% | -2.1% |
| 30D | -24.4% | -5.0% | -19.4% | -23.4% |
| 3M | -4.6% | -9.4% | +4.8% | -1.5% |
| 6M | -11.6% | -11.0% | -0.6% | -8.6% |
| YTD | +2.4% | +4.4% | -2.1% | -2.1% |
| 1Y | +2.1% | +7.4% | -5.3% | -3.7% |
| 3Y | +18.7% | +61.0% | -42.3% | -12.0% |
| 5Y | +54.2% | +30.4% | +23.8% | +22.9% |
| All | +66.5% | +264.0% | -197.5% | -25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling