+290.8%
EWY vs RCL
+344.1%
-53.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | +1.2% | -2.5% | +3.7% | +1.8% |
| 30D | +9.3% | -15.7% | +25.0% | +13.3% |
| 3M | +2.4% | -3.6% | +6.0% | +3.0% |
| 6M | +40.3% | -8.7% | +48.9% | +43.0% |
| YTD | +88.0% | -6.2% | +94.2% | +89.2% |
| 1Y | +143.8% | -22.9% | +166.7% | +153.8% |
| 3Y | +217.8% | +173.6% | +44.2% | +148.8% |
| 5Y | +142.7% | +226.6% | -83.8% | +74.2% |
| All | +290.8% | +344.1% | -53.3% | +150.9% |
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