-10.4%
RKT vs EWZ
+7.8%
-18.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.6% | +7.1% | +8.0% |
| 7D | +29.7% | -4.1% | +33.8% | +31.7% |
| 30D | +28.5% | -25.0% | +53.5% | +42.6% |
| 3M | +6.4% | -10.6% | +17.0% | +4.4% |
| 6M | +7.1% | -16.6% | +23.7% | +11.8% |
| YTD | -22.5% | +2.5% | -24.9% | -26.5% |
| 1Y | -10.4% | +8.1% | -18.5% | -20.3% |
| All | -10.4% | +7.8% | -18.2% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling