+235.5%
EWY vs RCL
+338.4%
-102.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -0.8% |
| 7D | +10.4% | -0.2% | +10.7% | +10.5% |
| 30D | -12.7% | +14.4% | -27.1% | -15.3% |
| 3M | -17.3% | +5.2% | -22.5% | -18.5% |
| 6M | -18.6% | +26.1% | -44.7% | -22.7% |
| YTD | +49.5% | +17.4% | +32.2% | +43.0% |
| 1Y | +55.0% | +24.7% | +30.3% | +46.0% |
| 3Y | +159.0% | +250.9% | -91.9% | +92.0% |
| 5Y | +102.5% | +293.8% | -191.4% | +39.3% |
| All | +235.5% | +338.4% | -102.9% | +112.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling