+56.0%
EWZ vs ROL
+16.5%
+39.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +1.3% | +3.4% | -2.1% | +0.8% |
| 30D | -26.2% | +20.8% | -46.9% | -28.5% |
| 3M | -8.6% | +3.7% | -12.4% | -9.1% |
| 6M | -17.0% | -27.7% | +10.6% | -11.5% |
| YTD | +2.2% | -34.9% | +37.1% | +11.1% |
| 1Y | +2.7% | -33.3% | +36.0% | +10.9% |
| 3Y | +18.2% | +4.3% | +13.9% | +12.7% |
| 5Y | +56.0% | +15.0% | +41.0% | +49.0% |
| All | +56.0% | +16.5% | +39.5% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling