+594.1%
EWT vs RRC
+2,183.8%
-1,589.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +2.0% |
| 7D | +4.0% | +1.3% | +2.7% | +3.8% |
| 30D | +10.3% | +10.1% | +0.2% | +8.7% |
| 3M | +6.1% | +4.0% | +2.1% | +5.1% |
| 6M | +56.6% | +1.6% | +55.0% | +55.4% |
| YTD | +76.6% | +19.7% | +56.9% | +70.6% |
| 1Y | +97.9% | +21.4% | +76.4% | +90.3% |
| 3Y | +198.0% | +29.7% | +168.3% | +180.0% |
| 5Y | +151.8% | +153.9% | -2.1% | +104.3% |
| 10Y | +514.1% | +10.8% | +503.3% | +403.6% |
| All | +594.1% | +2,183.8% | -1,589.8% | +251.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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