+62.4%
EWY vs RCL
+27.6%
+34.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.3% | -3.9% |
| 7D | -8.3% | +11.7% | -20.0% | -11.8% |
| 30D | -20.5% | +21.1% | -41.7% | -25.7% |
| 3M | -11.1% | +2.9% | -14.0% | -12.0% |
| 6M | -7.0% | +29.8% | -36.8% | -15.4% |
| YTD | +56.5% | +21.4% | +35.1% | +43.7% |
| 1Y | +62.4% | +32.0% | +30.4% | +47.8% |
| All | +62.4% | +27.6% | +34.8% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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