+229.5%
EWY vs RL
+337.1%
-107.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | +4.2% | +2.6% | +1.6% | +3.4% |
| 30D | -10.7% | +2.9% | -13.6% | -11.4% |
| 3M | -20.1% | 0.0% | -20.1% | -20.2% |
| 6M | -24.3% | +17.1% | -41.4% | -28.0% |
| YTD | +46.9% | +10.1% | +36.7% | +42.1% |
| 1Y | +55.2% | +17.3% | +37.9% | +47.3% |
| 3Y | +157.0% | +249.3% | -92.4% | +74.2% |
| 5Y | +98.9% | +240.9% | -142.0% | +32.0% |
| All | +229.5% | +337.1% | -107.5% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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