-22.2%
RKT vs EWZ
+80.4%
-102.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | +2.1% | +6.5% | -4.4% | -0.9% |
| 30D | +1.4% | +4.8% | -3.4% | -0.9% |
| 3M | +6.3% | +9.9% | -3.6% | +1.2% |
| 6M | -15.5% | +1.9% | -17.4% | -15.9% |
| YTD | -27.4% | +20.3% | -47.7% | -32.9% |
| 1Y | -26.6% | +35.6% | -62.2% | -35.7% |
| 3Y | +41.2% | +43.4% | -2.2% | +21.1% |
| 5Y | -6.4% | +55.9% | -62.4% | -23.4% |
| All | -22.2% | +80.4% | -102.6% | -40.4% |
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 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