+432.5%
EWZ vs ROST
+14,613.4%
-14,180.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +6.5% | +0.9% | +5.6% | +6.1% |
| 30D | +4.8% | -8.9% | +13.7% | +8.5% |
| 3M | +9.9% | -0.8% | +10.7% | +9.8% |
| 6M | +1.9% | +8.5% | -6.5% | -1.9% |
| YTD | +20.3% | +28.6% | -8.3% | +8.4% |
| 1Y | +35.6% | +52.3% | -16.7% | +14.3% |
| 3Y | +43.4% | +94.8% | -51.4% | +7.6% |
| 5Y | +55.9% | +110.8% | -54.8% | +8.1% |
| 10Y | +84.2% | +304.5% | -220.4% | -5.3% |
| All | +432.5% | +14,613.4% | -14,180.9% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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