+43.6%
EWZ vs ROL
+216.1%
-172.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.3% |
| 7D | -1.5% | +9.5% | -11.0% | -4.3% |
| 30D | -24.5% | +22.9% | -47.5% | -29.4% |
| 3M | -10.7% | +3.5% | -14.2% | -12.1% |
| 6M | -19.1% | -29.4% | +10.3% | -10.0% |
| YTD | +1.6% | -36.1% | +37.7% | +16.4% |
| 1Y | +4.3% | -34.4% | +38.6% | +18.2% |
| 3Y | +19.0% | +4.0% | +15.0% | +11.1% |
| 5Y | +57.7% | +13.2% | +44.4% | +38.8% |
| All | +43.6% | +216.1% | -172.6% | -21.7% |
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