+35,296.0%
ROST vs EWJ
+155.8%
+35,140.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +0.2% | +2.9% | -2.7% | -1.1% |
| 30D | -10.0% | +1.1% | -11.1% | -10.5% |
| 3M | +1.2% | +7.1% | -5.9% | -2.5% |
| 6M | +8.9% | +16.2% | -7.2% | +0.7% |
| YTD | +28.1% | +22.0% | +6.1% | +15.4% |
| 1Y | +53.0% | +26.2% | +26.8% | +35.5% |
| 3Y | +97.9% | +73.5% | +24.4% | +48.3% |
| 5Y | +112.0% | +52.7% | +59.3% | +69.0% |
| 10Y | +303.0% | +138.5% | +164.5% | +166.7% |
| All | +35,296.0% | +155.8% | +35,140.2% | +19,438.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EWJ 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling