+229.5%
EWY vs RCL
+340.1%
-110.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +4.2% | -1.2% | +5.4% | +4.5% |
| 30D | -10.7% | +17.8% | -28.5% | -13.9% |
| 3M | -20.1% | +4.9% | -25.0% | -21.2% |
| 6M | -24.3% | +23.7% | -48.0% | -27.9% |
| YTD | +46.9% | +17.8% | +29.0% | +40.4% |
| 1Y | +55.2% | +28.9% | +26.3% | +45.2% |
| 3Y | +157.0% | +241.9% | -84.9% | +91.5% |
| 5Y | +98.9% | +295.4% | -196.5% | +36.7% |
| All | +229.5% | +340.1% | -110.6% | +108.6% |
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