+148.1%
EWY vs RL
+241.4%
-93.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | +8.0% | +1.9% | +6.1% | +7.4% |
| 30D | +14.3% | -12.2% | +26.6% | +19.1% |
| 3M | +2.3% | -6.6% | +8.9% | +4.4% |
| 6M | +49.9% | +3.2% | +46.7% | +48.1% |
| YTD | +95.3% | -1.3% | +96.6% | +95.3% |
| 1Y | +161.7% | +13.6% | +148.1% | +150.4% |
| 3Y | +230.2% | +210.9% | +19.3% | +125.3% |
| 5Y | +148.1% | +246.9% | -98.7% | +58.9% |
| All | +148.1% | +241.4% | -93.3% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling