-9.7%
RKT vs EWZ
+63.8%
-73.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.0% |
| 7D | -1.0% | -0.1% | -0.9% | -0.9% |
| 30D | -2.4% | +8.2% | -10.6% | -6.8% |
| 3M | +1.9% | +13.3% | -11.4% | -5.6% |
| 6M | -13.9% | +3.6% | -17.4% | -15.3% |
| YTD | -30.6% | +21.0% | -51.6% | -37.2% |
| 1Y | -34.4% | +34.7% | -69.0% | -43.9% |
| 3Y | +38.2% | +48.3% | -10.1% | +13.2% |
| 5Y | -9.7% | +60.1% | -69.7% | -29.2% |
| All | -9.7% | +63.8% | -73.5% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling