+143.8%
EWY vs RL
+9.4%
+134.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.3% |
| 7D | +1.2% | -2.2% | +3.4% | +2.2% |
| 30D | +9.3% | -15.3% | +24.6% | +18.1% |
| 3M | +2.4% | -10.3% | +12.8% | +7.6% |
| 6M | +40.3% | -2.2% | +42.5% | +40.0% |
| YTD | +88.0% | -4.3% | +92.3% | +88.9% |
| 1Y | +143.8% | +8.9% | +134.9% | +135.6% |
| All | +143.8% | +9.4% | +134.5% | +135.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling