+19.5%
EWZ vs ROL
+4.8%
+14.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +0.6% | +0.8% | -0.2% | +0.5% |
| 30D | -25.5% | +20.6% | -46.1% | -26.5% |
| 3M | -4.5% | +4.5% | -9.0% | -4.4% |
| 6M | -15.3% | -26.5% | +11.2% | -11.6% |
| YTD | +3.1% | -34.8% | +37.9% | +9.1% |
| 1Y | +1.2% | -33.2% | +34.4% | +6.6% |
| All | +19.5% | +4.8% | +14.8% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling