+308.8%
EWY vs RL
+297.6%
+11.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.4% |
| 7D | +6.7% | -0.3% | +6.9% | +6.7% |
| 30D | +17.0% | -17.5% | +34.5% | +23.6% |
| 3M | +3.7% | -14.0% | +17.6% | +8.2% |
| 6M | +42.5% | -2.0% | +44.5% | +43.1% |
| YTD | +96.2% | -4.6% | +100.8% | +98.3% |
| 1Y | +160.4% | +9.5% | +150.9% | +152.5% |
| 3Y | +231.7% | +200.5% | +31.2% | +135.6% |
| 5Y | +153.3% | +226.3% | -73.0% | +70.7% |
| 10Y | +308.8% | +304.8% | +4.0% | +158.9% |
| All | +308.8% | +297.6% | +11.2% | +158.9% |
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