+349.8%
EWZ vs ROL
+5,977.8%
-5,628.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.6% |
| 7D | -1.5% | +9.5% | -11.0% | -5.3% |
| 30D | -24.5% | +22.9% | -47.5% | -31.1% |
| 3M | -10.7% | +3.5% | -14.2% | -12.8% |
| 6M | -19.1% | -29.4% | +10.3% | -7.8% |
| YTD | +1.6% | -36.1% | +37.7% | +20.1% |
| 1Y | +4.3% | -34.4% | +38.6% | +21.7% |
| 3Y | +19.0% | +4.0% | +15.0% | +10.7% |
| 5Y | +57.7% | +13.2% | +44.4% | +37.2% |
| 10Y | +51.3% | +219.7% | -168.3% | -22.5% |
| All | +349.8% | +5,977.8% | -5,628.0% | -27.6% |
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