+346.7%
EWZ vs ROL
+6,107.5%
-5,760.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.9% |
| 7D | -4.2% | +11.7% | -15.9% | -8.6% |
| 30D | -26.1% | +27.7% | -53.8% | -33.6% |
| 3M | -12.0% | +3.7% | -15.7% | -14.1% |
| 6M | -19.3% | -27.8% | +8.5% | -8.8% |
| YTD | +0.9% | -34.7% | +35.6% | +18.3% |
| 1Y | +3.4% | -34.1% | +37.5% | +20.4% |
| 3Y | +18.6% | +5.9% | +12.7% | +9.6% |
| 5Y | +56.6% | +15.6% | +40.9% | +35.1% |
| 10Y | +50.3% | +226.5% | -176.2% | -23.7% |
| All | +346.7% | +6,107.5% | -5,760.8% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling