+153.3%
EWY vs RCL
+233.3%
-80.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.9% |
| 7D | +6.7% | -2.2% | +8.9% | +7.2% |
| 30D | +17.0% | -15.7% | +32.6% | +21.6% |
| 3M | +3.7% | -8.0% | +11.6% | +5.4% |
| 6M | +42.5% | -10.1% | +52.6% | +45.7% |
| YTD | +96.2% | -5.9% | +102.1% | +97.3% |
| 1Y | +160.4% | -23.5% | +183.9% | +171.9% |
| 3Y | +231.7% | +174.4% | +57.3% | +154.6% |
| 5Y | +153.3% | +227.1% | -73.9% | +73.3% |
| All | +153.3% | +233.3% | -80.0% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling