-27.1%
RKT vs EWZ
+81.9%
-109.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | -6.3% | +0.9% | -7.1% | -6.7% |
| 30D | -6.2% | +12.8% | -19.0% | -11.5% |
| 3M | -1.9% | +10.8% | -12.6% | -7.0% |
| 6M | -13.0% | +2.5% | -15.5% | -13.8% |
| YTD | -31.9% | +21.4% | -53.3% | -37.4% |
| 1Y | -37.6% | +32.8% | -70.4% | -44.9% |
| 3Y | +36.8% | +45.2% | -8.4% | +16.7% |
| 5Y | -9.7% | +63.0% | -72.7% | -27.0% |
| All | -27.1% | +81.9% | -109.0% | -44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling