+432.5%
EWZ vs ROL
+5,643.1%
-5,210.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +6.5% | -1.4% | +7.9% | +7.1% |
| 30D | +4.8% | -4.1% | +8.9% | +6.6% |
| 3M | +9.9% | -22.5% | +32.4% | +21.5% |
| 6M | +1.9% | -37.7% | +39.6% | +23.3% |
| YTD | +20.3% | -39.6% | +59.9% | +46.8% |
| 1Y | +35.6% | -36.0% | +71.6% | +60.4% |
| 3Y | +43.4% | -5.1% | +48.6% | +39.5% |
| 5Y | +55.9% | -3.4% | +59.3% | +45.5% |
| 10Y | +84.2% | +215.2% | -131.1% | -4.6% |
| All | +432.5% | +5,643.1% | -5,210.5% | -11.5% |
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