-36.9%
RKT vs EWZ
+35.8%
-72.6%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.8% |
| 7D | -7.2% | +1.1% | -8.4% | -8.1% |
| 30D | -7.9% | +13.5% | -21.4% | -16.4% |
| 3M | +5.2% | +15.2% | -10.1% | -7.3% |
| 6M | -14.9% | +3.7% | -18.6% | -17.0% |
| YTD | -31.9% | +22.5% | -54.4% | -38.5% |
| 1Y | -36.9% | +35.3% | -72.1% | -47.3% |
| All | -36.9% | +35.8% | -72.6% | -47.3% |
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