+54.0%
ROST vs EWJ
+26.9%
+27.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.5% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | -6.9% | +0.8% | -7.7% | -7.2% |
| 3M | -3.3% | +7.5% | -10.8% | -6.1% |
| 6M | +9.0% | +15.6% | -6.5% | +1.9% |
| YTD | +28.9% | +22.7% | +6.1% | +15.9% |
| 1Y | +54.0% | +26.4% | +27.6% | +34.8% |
| All | +54.0% | +26.9% | +27.0% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling