+885.1%
EWY vs RL
+3,194.7%
-2,309.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.3% | -2.2% |
| 7D | -10.2% | +1.3% | -11.6% | -10.5% |
| 30D | -21.5% | +7.6% | -29.1% | -23.5% |
| 3M | -14.7% | -1.5% | -13.2% | -14.5% |
| 6M | -26.8% | +12.1% | -38.9% | -30.2% |
| YTD | +43.2% | +13.9% | +29.2% | +35.9% |
| 1Y | +48.7% | +20.7% | +28.1% | +38.1% |
| 3Y | +147.9% | +260.6% | -112.6% | +50.9% |
| 5Y | +98.8% | +248.9% | -150.0% | +18.3% |
| 10Y | +216.5% | +355.9% | -139.4% | +50.9% |
| All | +885.1% | +3,194.7% | -2,309.6% | +111.1% |
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