+1,236.8%
EWY vs RL
+2,787.4%
-1,550.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +3.9% |
| 7D | +4.8% | -0.8% | +5.6% | +5.1% |
| 30D | +11.7% | -7.8% | +19.4% | +14.5% |
| 3M | -7.4% | -4.0% | -3.4% | -6.3% |
| 6M | +40.6% | -1.9% | +42.4% | +41.1% |
| YTD | +94.3% | -0.2% | +94.4% | +93.4% |
| 1Y | +164.3% | +10.7% | +153.6% | +152.9% |
| 3Y | +221.0% | +210.8% | +10.2% | +105.7% |
| 5Y | +139.1% | +238.2% | -99.1% | +42.9% |
| 10Y | +298.8% | +313.4% | -14.6% | +96.5% |
| All | +1,236.8% | +2,787.4% | -1,550.6% | +200.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling