+84.1%
EWZ vs ROK
+342.8%
-258.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.4% |
| 7D | +5.6% | +2.8% | +2.8% | +4.4% |
| 30D | +9.3% | -2.4% | +11.7% | +10.3% |
| 3M | +15.7% | -4.7% | +20.4% | +17.3% |
| 6M | +7.4% | +16.8% | -9.3% | -0.6% |
| YTD | +22.7% | +11.4% | +11.3% | +15.3% |
| 1Y | +36.4% | +26.2% | +10.2% | +21.0% |
| 3Y | +50.4% | +51.9% | -1.5% | +16.5% |
| 5Y | +67.6% | +46.4% | +21.3% | +26.6% |
| 10Y | +84.1% | +343.5% | -259.5% | -25.9% |
| All | +84.1% | +342.8% | -258.7% | -25.9% |
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