+2.1%
EWZ vs ROL
-31.8%
+33.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +1.4% |
| 7D | +0.8% | +3.0% | -2.2% | +0.8% |
| 30D | -24.4% | +19.8% | -44.1% | -24.0% |
| 3M | -4.6% | +7.9% | -12.5% | -3.6% |
| 6M | -11.6% | -25.6% | +14.1% | -8.1% |
| YTD | +2.4% | -34.1% | +36.5% | +9.6% |
| 1Y | +2.1% | -31.4% | +33.5% | +10.4% |
| All | +2.1% | -31.8% | +33.9% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling