+35,227.7%
ROST vs EWJ
+155.8%
+35,071.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | 0.0% | +2.9% | -2.8% | -1.3% |
| 30D | -10.2% | +1.1% | -11.2% | -10.7% |
| 3M | +1.0% | +7.1% | -6.1% | -2.7% |
| 6M | +8.7% | +16.2% | -7.5% | +0.5% |
| YTD | +27.8% | +22.0% | +5.8% | +15.2% |
| 1Y | +52.7% | +26.2% | +26.5% | +35.2% |
| 3Y | +97.5% | +73.5% | +24.0% | +48.1% |
| 5Y | +111.6% | +52.7% | +58.9% | +68.6% |
| 10Y | +302.2% | +138.5% | +163.7% | +166.2% |
| All | +35,227.7% | +155.8% | +35,071.9% | +19,400.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling