+81.3%
RKT vs EWZ
+19.5%
+61.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.8% |
| 7D | -9.0% | +0.8% | -9.7% | -9.3% |
| 30D | +30.2% | -24.4% | +54.6% | +49.2% |
| 3M | -8.8% | -4.6% | -4.3% | -12.4% |
| 6M | -0.9% | -11.6% | +10.6% | +0.5% |
| YTD | -29.2% | +2.4% | -31.6% | -34.8% |
| 1Y | -20.1% | +2.1% | -22.1% | -26.6% |
| 3Y | +81.3% | +18.7% | +62.6% | +50.3% |
| All | +81.3% | +19.5% | +61.8% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling