-24.1%
RKT vs EWZ
+53.5%
-77.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.6% |
| 7D | -9.0% | +0.8% | -9.7% | -9.2% |
| 30D | +30.2% | -24.4% | +54.6% | +45.0% |
| 3M | -8.8% | -4.6% | -4.3% | -9.6% |
| 6M | -0.9% | -11.6% | +10.6% | +1.7% |
| YTD | -29.2% | +2.4% | -31.6% | -31.5% |
| 1Y | -20.1% | +2.1% | -22.1% | -22.6% |
| 3Y | +81.3% | +18.7% | +62.6% | +64.3% |
| 5Y | -6.6% | +54.2% | -60.8% | -22.3% |
| All | -24.1% | +53.5% | -77.6% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling