+96.1%
ROST vs EWJ
+69.3%
+26.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -2.5% | -1.5% | -1.0% | -1.9% |
| 30D | -10.3% | +0.2% | -10.4% | -10.4% |
| 3M | -2.6% | +8.6% | -11.2% | -6.2% |
| 6M | +6.5% | +12.1% | -5.6% | +0.9% |
| YTD | +25.9% | +20.1% | +5.8% | +15.6% |
| 1Y | +52.3% | +25.2% | +27.2% | +37.2% |
| All | +96.1% | +69.3% | +26.9% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling