+66.5%
EWZ vs ROL
+221.5%
-155.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.6% |
| 7D | +0.8% | +3.0% | -2.2% | -0.2% |
| 30D | -24.4% | +19.8% | -44.1% | -28.7% |
| 3M | -4.6% | +7.9% | -12.5% | -7.3% |
| 6M | -11.6% | -25.6% | +14.1% | -3.2% |
| YTD | +2.4% | -34.1% | +36.5% | +16.3% |
| 1Y | +2.1% | -31.4% | +33.5% | +14.1% |
| 3Y | +18.7% | +4.7% | +14.0% | +10.8% |
| 5Y | +54.2% | +15.6% | +38.6% | +35.0% |
| All | +66.5% | +221.5% | -155.1% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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