+312.1%
ROST vs EWJ
+144.4%
+167.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +0.7% |
| 7D | +0.2% | +0.3% | -0.1% | 0.0% |
| 30D | -6.9% | +0.8% | -7.7% | -7.5% |
| 3M | -3.3% | +7.5% | -10.8% | -9.2% |
| 6M | +9.0% | +15.6% | -6.5% | -3.9% |
| YTD | +28.9% | +22.7% | +6.1% | +7.7% |
| 1Y | +54.0% | +26.4% | +27.6% | +25.3% |
| 3Y | +100.7% | +72.5% | +28.2% | +19.9% |
| 5Y | +116.0% | +52.4% | +63.6% | +45.4% |
| All | +312.1% | +144.4% | +167.7% | +92.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling