+111.1%
ROST vs EWJ
+47.6%
+63.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -2.5% | -1.5% | -1.0% | -1.7% |
| 30D | -10.3% | +0.2% | -10.4% | -10.4% |
| 3M | -2.6% | +8.6% | -11.2% | -7.5% |
| 6M | +6.5% | +12.1% | -5.6% | -1.1% |
| YTD | +25.9% | +20.1% | +5.8% | +11.8% |
| 1Y | +52.3% | +25.2% | +27.2% | +31.7% |
| 3Y | +94.6% | +70.8% | +23.8% | +32.1% |
| 5Y | +111.1% | +49.2% | +61.9% | +57.8% |
| All | +111.1% | +47.6% | +63.5% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling