+1,236.8%
EWY vs RCL
+1,613.8%
-377.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +4.8% | -5.1% | +9.9% | +6.3% |
| 30D | +11.7% | -19.0% | +30.7% | +18.4% |
| 3M | -7.4% | -9.6% | +2.2% | -5.0% |
| 6M | +40.6% | -6.7% | +47.3% | +43.3% |
| YTD | +94.3% | -3.9% | +98.2% | +94.3% |
| 1Y | +164.3% | -25.1% | +189.4% | +180.8% |
| 3Y | +221.0% | +179.1% | +41.9% | +126.9% |
| 5Y | +139.1% | +243.3% | -104.2% | +47.9% |
| 10Y | +298.8% | +325.8% | -27.0% | +83.1% |
| All | +1,236.8% | +1,613.8% | -377.0% | +186.3% |
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 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