+929.0%
EWY vs RCL
+1,993.2%
-1,064.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -0.5% |
| 7D | +10.4% | -0.2% | +10.7% | +10.5% |
| 30D | -12.7% | +14.4% | -27.1% | -16.1% |
| 3M | -17.3% | +5.2% | -22.5% | -18.9% |
| 6M | -18.6% | +26.1% | -44.7% | -24.1% |
| YTD | +49.5% | +17.4% | +32.2% | +40.8% |
| 1Y | +55.0% | +24.7% | +30.3% | +42.9% |
| 3Y | +159.0% | +250.9% | -91.9% | +71.5% |
| 5Y | +102.5% | +293.8% | -191.4% | +20.7% |
| 10Y | +232.2% | +342.4% | -110.1% | +52.2% |
| All | +929.0% | +1,993.2% | -1,064.2% | +107.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling