+58.6%
EWY vs RCL
+29.3%
+29.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.6% | +6.7% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | -13.1% | +19.4% | -32.5% | -18.2% |
| 3M | -11.6% | +9.8% | -21.4% | -14.4% |
| 6M | -23.4% | +28.6% | -52.0% | -29.8% |
| YTD | +52.0% | +22.2% | +29.9% | +40.3% |
| 1Y | +58.6% | +29.7% | +28.9% | +46.7% |
| All | +58.6% | +29.3% | +29.3% | +46.7% |
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